+78.0%
HST vs AVTR
-15.6%
+93.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.5% |
| 7D | -2.7% | -3.6% | +0.9% | -2.0% |
| 30D | +10.7% | +0.8% | +9.9% | +10.5% |
| 3M | +6.3% | +17.4% | -11.1% | +2.9% |
| 6M | +19.0% | +83.5% | -64.5% | +4.5% |
| YTD | +47.0% | +35.0% | +12.0% | +36.9% |
| 1Y | +53.4% | +36.7% | +16.8% | +42.3% |
| 3Y | +78.0% | -15.3% | +93.3% | +71.6% |
| All | +78.0% | -15.6% | +93.6% | +71.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling