+2.6%
AVTR vs HBM
+432.6%
-430.0%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.5% | +7.5% | +1.4% |
| 7D | -2.0% | -3.7% | +1.7% | -1.4% |
| 30D | +8.1% | -3.7% | +11.7% | +8.6% |
| 3M | +54.2% | +8.0% | +46.2% | +50.6% |
| 6M | +82.6% | +15.8% | +66.8% | +74.4% |
| YTD | +29.8% | +34.4% | -4.5% | +19.2% |
| 1Y | +18.0% | +98.2% | -80.2% | -0.3% |
| 3Y | -26.4% | +476.6% | -503.0% | -51.9% |
| 5Y | -64.8% | +331.1% | -395.9% | -76.9% |
| All | +2.6% | +432.6% | -430.0% | -53.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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