+119.5%
HD vs AVTR
+5.8%
+113.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.5% | -0.2% |
| 7D | +5.2% | -0.1% | +5.3% | +5.2% |
| 30D | +20.7% | -0.6% | +21.4% | +20.8% |
| 3M | +0.8% | +13.4% | -12.6% | -2.7% |
| 6M | +12.2% | +87.4% | -75.1% | -5.7% |
| YTD | +4.2% | +35.9% | -31.6% | -5.5% |
| 1Y | -2.6% | +35.4% | -38.0% | -11.8% |
| 3Y | +30.0% | -16.1% | +46.1% | +26.9% |
| 5Y | +8.1% | -59.4% | +67.5% | +29.3% |
| All | +119.5% | +5.8% | +113.8% | +78.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling