+79.8%
HST vs AVTR
+5.6%
+74.3%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.1% |
| 7D | +3.6% | +0.5% | +3.1% | +3.4% |
| 30D | +11.2% | -1.0% | +12.2% | +11.5% |
| 3M | +13.1% | +12.2% | +0.9% | +9.3% |
| 6M | +23.9% | +97.5% | -73.5% | +1.1% |
| YTD | +52.3% | +35.6% | +16.7% | +37.1% |
| 1Y | +56.7% | +32.8% | +23.9% | +41.7% |
| 3Y | +87.5% | -16.5% | +104.0% | +84.1% |
| 5Y | +82.8% | -59.1% | +141.9% | +119.6% |
| All | +79.8% | +5.6% | +74.3% | +41.4% |
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