+100.8%
HD vs AVTR
+1.7%
+99.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.4% | +1.3% |
| 7D | -2.1% | +2.7% | -4.7% | -2.7% |
| 30D | -8.4% | +12.1% | -20.5% | -11.1% |
| 3M | +4.3% | +57.2% | -52.9% | -7.9% |
| 6M | -11.1% | +73.1% | -84.2% | -23.8% |
| YTD | -4.7% | +30.6% | -35.3% | -12.5% |
| 1Y | -19.8% | +13.5% | -33.3% | -25.0% |
| 3Y | +4.1% | -31.0% | +35.1% | +7.8% |
| 5Y | +10.3% | -63.2% | +73.6% | +35.7% |
| All | +100.8% | +1.7% | +99.1% | +64.9% |
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