+588.3%
HWM vs APTV
-76.9%
+665.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.5% |
| 7D | -1.8% | -4.3% | +2.5% | -0.6% |
| 30D | -2.7% | -9.7% | +7.0% | 0.0% |
| 3M | -22.7% | -20.6% | -2.2% | -17.7% |
| 6M | -18.9% | -31.7% | +12.8% | -11.6% |
| YTD | +7.1% | -48.0% | +55.1% | +25.8% |
| 1Y | +4.7% | -52.1% | +56.7% | +26.1% |
| 3Y | +345.6% | -47.9% | +393.5% | +397.4% |
| 5Y | +588.3% | -76.9% | +665.2% | +975.1% |
| All | +588.3% | -76.9% | +665.1% | +975.1% |
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