+263.3%
HCA vs AVTR
+1.1%
+262.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.4% | +7.4% | +5.5% |
| 7D | +4.9% | +1.6% | +3.3% | +4.4% |
| 30D | +1.9% | +8.4% | -6.5% | -0.4% |
| 3M | +12.7% | +50.2% | -37.4% | +0.3% |
| 6M | -22.3% | +82.6% | -104.9% | -35.1% |
| YTD | -9.3% | +29.8% | -39.2% | -17.4% |
| 1Y | +2.7% | +16.0% | -13.2% | -5.7% |
| 3Y | +57.8% | -26.4% | +84.3% | +60.9% |
| 5Y | +70.3% | -64.5% | +134.8% | +125.7% |
| All | +263.3% | +1.1% | +262.2% | +154.7% |
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