+76.6%
HBAN vs AVTR
+3.6%
+73.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.9% | -3.5% | -2.1% |
| 7D | +2.1% | +7.4% | -5.3% | +0.2% |
| 30D | -4.5% | +12.2% | -16.7% | -7.5% |
| 3M | +2.6% | +57.4% | -54.8% | -10.3% |
| 6M | +4.7% | +86.7% | -81.9% | -13.1% |
| YTD | -1.5% | +33.1% | -34.6% | -10.6% |
| 1Y | -1.9% | +16.1% | -18.1% | -9.3% |
| 3Y | +75.2% | -24.6% | +99.8% | +78.2% |
| 5Y | +37.2% | -63.5% | +100.7% | +67.7% |
| All | +76.6% | +3.6% | +73.0% | +49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 AVTR 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