+793.2%
HL vs AVTR
+5.6%
+787.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.7% |
| 7D | -11.1% | +0.5% | -11.6% | -11.2% |
| 30D | -12.1% | -1.0% | -11.1% | -11.7% |
| 3M | -26.1% | +12.2% | -38.3% | -28.6% |
| 6M | -37.7% | +97.5% | -135.2% | -49.7% |
| YTD | -31.7% | +35.6% | -67.3% | -38.8% |
| 1Y | -11.6% | +32.8% | -44.5% | -20.4% |
| 3Y | +249.6% | -16.5% | +266.1% | +244.8% |
| 5Y | +108.5% | -59.1% | +167.7% | +157.1% |
| All | +793.2% | +5.6% | +787.6% | +652.4% |
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