+330.3%
HPE vs AVTR
+6.1%
+324.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | 0.0% |
| 7D | +13.6% | +3.2% | +10.4% | +12.8% |
| 30D | -27.1% | +0.5% | -27.6% | -27.1% |
| 3M | -14.5% | +12.1% | -26.6% | -16.7% |
| 6M | +66.9% | +91.2% | -24.2% | +41.3% |
| YTD | +111.3% | +36.3% | +75.0% | +93.1% |
| 1Y | +117.5% | +35.2% | +82.2% | +98.8% |
| 3Y | +238.1% | -15.8% | +253.9% | +228.9% |
| 5Y | +292.4% | -58.9% | +351.3% | +351.8% |
| All | +330.3% | +6.1% | +324.2% | +240.8% |
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