-64.4%
AVTR vs THC
+250.3%
-314.7%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.6% |
| 7D | +2.7% | -0.7% | +3.3% | +2.8% |
| 30D | +12.1% | +1.3% | +10.8% | +11.7% |
| 3M | +57.2% | +64.2% | -7.0% | +41.7% |
| 6M | +73.1% | +8.3% | +64.8% | +69.4% |
| YTD | +30.6% | +33.4% | -2.8% | +21.1% |
| 1Y | +13.5% | +37.7% | -24.2% | +3.6% |
| 3Y | -31.0% | +236.8% | -267.8% | -51.7% |
| All | -64.4% | +250.3% | -314.7% | -75.2% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 5y: compounded portfolio wealth divided by compounded THC 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…
5y analysis · Full analysis span regression · 6 months rolling