+7.2%
AVTR vs HIG
+204.3%
-197.2%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.7% |
| 7D | +0.5% | +2.6% | -2.2% | -0.7% |
| 30D | -1.0% | +4.2% | -5.2% | -3.0% |
| 3M | +12.2% | +0.2% | +12.0% | +11.7% |
| 6M | +97.5% | +4.6% | +92.9% | +91.7% |
| YTD | +35.6% | +1.1% | +34.5% | +33.2% |
| 1Y | +32.8% | +4.7% | +28.1% | +28.3% |
| 3Y | -16.5% | +95.5% | -112.0% | -40.4% |
| 5Y | -59.1% | +111.7% | -170.8% | -72.2% |
| All | +7.2% | +204.3% | -197.2% | -37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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