+289.4%
HPE vs AVTR
-27.0%
+316.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -0.5% | +12.9% | +12.5% |
| 7D | +19.4% | -1.1% | +20.5% | +19.6% |
| 30D | +5.6% | +6.3% | -0.7% | +4.5% |
| 3M | +33.1% | +53.3% | -20.3% | +22.4% |
| 6M | +192.5% | +78.6% | +113.8% | +160.2% |
| YTD | +160.9% | +29.2% | +131.7% | +145.6% |
| 1Y | +155.0% | +13.8% | +141.1% | +141.1% |
| 3Y | +289.4% | -27.4% | +316.8% | +283.1% |
| All | +289.4% | -27.0% | +316.4% | +283.1% |
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