+314.3%
HPE vs AVTR
+5.6%
+308.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.5% | -3.2% | -3.6% |
| 7D | +7.9% | +0.5% | +7.4% | +7.8% |
| 30D | -23.5% | -1.0% | -22.5% | -23.2% |
| 3M | -19.1% | +12.2% | -31.3% | -21.2% |
| 6M | +51.4% | +97.5% | -46.1% | +27.2% |
| YTD | +103.4% | +35.6% | +67.8% | +86.1% |
| 1Y | +114.4% | +32.8% | +81.6% | +96.9% |
| 3Y | +224.7% | -16.5% | +241.2% | +216.4% |
| 5Y | +277.8% | -59.1% | +336.9% | +335.5% |
| All | +314.3% | +5.6% | +308.7% | +228.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling