+362.8%
HPE vs AVTR
-64.4%
+427.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.4% | +7.5% | +5.6% |
| 7D | +13.6% | +1.6% | +12.1% | +13.3% |
| 30D | +7.7% | +8.4% | -0.7% | +6.0% |
| 3M | +22.4% | +50.2% | -27.8% | +11.5% |
| 6M | +172.6% | +82.6% | +90.0% | +136.8% |
| YTD | +147.5% | +29.8% | +117.7% | +130.7% |
| 1Y | +151.8% | +16.0% | +135.8% | +136.0% |
| 3Y | +267.1% | -26.4% | +293.5% | +265.3% |
| 5Y | +362.8% | -64.5% | +427.2% | +401.9% |
| All | +362.8% | -64.4% | +427.2% | +401.9% |
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