+138.4%
HLT vs AVTR
-64.6%
+203.0%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | -1.6% | -1.1% | -0.5% | -1.4% |
| 30D | -5.0% | +6.3% | -11.3% | -6.1% |
| 3M | -10.4% | +53.3% | -63.7% | -17.9% |
| 6M | +3.2% | +78.6% | -75.4% | -8.5% |
| YTD | +6.7% | +29.2% | -22.5% | +0.3% |
| 1Y | +10.3% | +13.8% | -3.6% | +4.5% |
| 3Y | +99.3% | -27.4% | +126.8% | +102.1% |
| All | +138.4% | -64.6% | +203.0% | +180.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling