+7.2%
AVTR vs HBM
+327.3%
-320.1%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.3% |
| 7D | +0.5% | +2.2% | -1.8% | 0.0% |
| 30D | -1.0% | -11.8% | +10.8% | +1.1% |
| 3M | +12.2% | -19.2% | +31.4% | +16.1% |
| 6M | +97.5% | -22.9% | +120.3% | +103.8% |
| YTD | +35.6% | +7.8% | +27.8% | +29.2% |
| 1Y | +32.8% | +34.9% | -2.1% | +21.0% |
| 3Y | -16.5% | +422.2% | -438.7% | -44.6% |
| 5Y | -59.1% | +192.8% | -252.0% | -70.9% |
| All | +7.2% | +327.3% | -320.1% | -49.6% |
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