+5.2%
AVTR vs HAS
+20.7%
-15.5%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.4% | +4.3% | +2.7% |
| 7D | +7.4% | -3.1% | +10.5% | +8.6% |
| 30D | +12.2% | -2.7% | +14.9% | +13.2% |
| 3M | +57.4% | +8.9% | +48.5% | +52.2% |
| 6M | +86.7% | -2.9% | +89.6% | +86.6% |
| YTD | +33.1% | +12.6% | +20.4% | +25.4% |
| 1Y | +16.1% | +17.5% | -1.3% | +7.7% |
| 3Y | -24.6% | +46.2% | -70.8% | -37.0% |
| 5Y | -63.5% | +12.6% | -76.1% | -67.1% |
| All | +5.2% | +20.7% | -15.5% | -16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 10y: compounded portfolio wealth divided by compounded HAS 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…
10y analysis · Full analysis span regression · 6 months rolling