+44.5%
HON vs AVTR
+3.6%
+40.9%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.5% | -1.1% |
| 7D | -0.8% | +7.4% | -8.2% | -2.4% |
| 30D | -15.2% | +12.2% | -27.4% | -17.4% |
| 3M | -6.0% | +57.4% | -63.4% | -15.7% |
| 6M | -14.9% | +86.7% | -101.6% | -27.0% |
| YTD | +3.2% | +33.1% | -29.9% | -4.8% |
| 1Y | 0.0% | +16.1% | -16.1% | -6.2% |
| 3Y | +21.5% | -24.6% | +46.1% | +22.1% |
| 5Y | +4.0% | -63.5% | +67.5% | +24.7% |
| All | +44.5% | +3.6% | +40.9% | +22.0% |
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