+655.5%
HWM vs APTV
-69.4%
+725.0%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -4.6% | -6.1% | -9.4% |
| 7D | -9.2% | +2.0% | -11.1% | -9.5% |
| 30D | -17.9% | -7.7% | -10.2% | -15.9% |
| 3M | -6.0% | -34.0% | +28.0% | +5.1% |
| 6M | -7.4% | -37.1% | +29.7% | +3.9% |
| YTD | +13.1% | -39.9% | +53.0% | +28.0% |
| 1Y | +29.3% | -44.4% | +73.7% | +49.7% |
| 3Y | +389.9% | -54.5% | +444.4% | +486.8% |
| 5Y | +655.5% | -69.1% | +724.6% | +907.9% |
| All | +655.5% | -69.4% | +725.0% | +907.9% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded APTV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling