+3.2%
AVTR vs HBM
+448.0%
-444.8%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.3% |
| 7D | +2.7% | -6.4% | +9.0% | +3.9% |
| 30D | +12.1% | +5.9% | +6.1% | +10.8% |
| 3M | +57.2% | -8.9% | +66.2% | +58.4% |
| 6M | +73.1% | +10.7% | +62.4% | +66.8% |
| YTD | +30.6% | +38.3% | -7.6% | +19.4% |
| 1Y | +13.5% | +121.3% | -107.8% | -6.1% |
| 3Y | -31.0% | +450.6% | -481.6% | -54.4% |
| 5Y | -63.2% | +338.0% | -401.2% | -75.9% |
| All | +3.2% | +448.0% | -444.8% | -53.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling