+345.0%
HPE vs AVTR
+1.7%
+343.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.4% | -3.0% | -4.1% |
| 7D | -0.6% | +2.7% | -3.3% | -1.2% |
| 30D | -2.3% | +12.1% | -14.3% | -4.8% |
| 3M | -2.9% | +57.2% | -60.1% | -13.6% |
| 6M | +143.6% | +73.1% | +70.5% | +110.7% |
| YTD | +118.5% | +30.6% | +87.9% | +101.7% |
| 1Y | +129.2% | +13.5% | +115.7% | +114.8% |
| 3Y | +212.5% | -31.0% | +243.5% | +219.9% |
| 5Y | +286.9% | -63.2% | +350.1% | +356.4% |
| All | +345.0% | +1.7% | +343.3% | +256.0% |
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