+54.1%
HST vs AVTR
+1.1%
+53.0%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | +0.5% |
| 7D | -0.3% | +1.6% | -1.9% | -0.8% |
| 30D | -2.8% | +8.4% | -11.2% | -5.0% |
| 3M | -6.5% | +50.2% | -56.6% | -17.1% |
| 6M | +20.7% | +82.6% | -61.9% | +0.6% |
| YTD | +30.5% | +29.8% | +0.6% | +19.0% |
| 1Y | +36.8% | +16.0% | +20.8% | +26.0% |
| 3Y | +65.9% | -26.4% | +92.3% | +69.3% |
| 5Y | +73.9% | -64.5% | +138.4% | +117.5% |
| All | +54.1% | +1.1% | +53.0% | +22.8% |
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 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