+82.9%
HST vs AVTR
+5.8%
+77.1%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.1% | +4.7% | +3.2% |
| 7D | +0.6% | -0.1% | +0.7% | +0.6% |
| 30D | +14.5% | -0.6% | +15.1% | +14.6% |
| 3M | +15.4% | +13.4% | +2.0% | +11.2% |
| 6M | +22.0% | +87.4% | -65.4% | +1.0% |
| YTD | +54.9% | +35.9% | +19.0% | +39.3% |
| 1Y | +54.0% | +35.4% | +18.6% | +38.4% |
| 3Y | +90.4% | -16.1% | +106.6% | +86.7% |
| 5Y | +84.2% | -59.4% | +143.6% | +121.7% |
| All | +82.9% | +5.8% | +77.1% | +43.7% |
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