+1,773.8%
HWM vs APTV
-9.2%
+1,783.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.1% | -3.5% | -1.7% |
| 7D | -2.1% | +4.8% | -6.9% | -3.8% |
| 30D | -11.0% | +2.0% | -13.0% | -11.9% |
| 3M | +4.0% | -34.2% | +38.3% | +20.7% |
| 6M | -0.2% | -34.7% | +34.4% | +14.3% |
| YTD | +26.7% | -37.0% | +63.6% | +46.2% |
| 1Y | +44.7% | -40.4% | +85.1% | +70.3% |
| 3Y | +426.1% | -54.1% | +480.2% | +554.9% |
| 5Y | +738.5% | -68.0% | +806.5% | +1,082.4% |
| All | +1,773.8% | -9.2% | +1,783.0% | +1,668.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling