+121.0%
HD vs AVTR
+8.1%
+113.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.8% | +0.1% | +2.2% |
| 7D | +3.6% | +1.9% | +1.7% | +3.1% |
| 30D | +21.6% | +1.5% | +20.0% | +21.0% |
| 3M | +0.1% | +17.1% | -17.0% | -4.1% |
| 6M | +13.0% | +91.5% | -78.5% | -5.5% |
| YTD | +4.9% | +38.8% | -33.9% | -5.4% |
| 1Y | -2.1% | +37.7% | -39.8% | -11.7% |
| 3Y | +32.6% | -13.5% | +46.1% | +28.4% |
| 5Y | +8.2% | -59.3% | +67.5% | +29.6% |
| All | +121.0% | +8.1% | +113.0% | +78.4% |
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