+392.8%
HL vs AVTR
-27.0%
+419.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.1% |
| 7D | -4.4% | -1.1% | -3.3% | -4.2% |
| 30D | +9.3% | +6.3% | +3.0% | +8.0% |
| 3M | +32.0% | +53.3% | -21.3% | +20.2% |
| 6M | -6.4% | +78.6% | -85.1% | -17.6% |
| YTD | +3.1% | +29.2% | -26.1% | -3.5% |
| 1Y | +77.6% | +13.8% | +63.7% | +67.8% |
| 3Y | +392.8% | -27.4% | +420.3% | +422.9% |
| All | +392.8% | -27.0% | +419.8% | +422.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling