+73.7%
HST vs AVTR
-63.6%
+137.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | -0.4% |
| 7D | +2.0% | +7.4% | -5.4% | +0.2% |
| 30D | -5.2% | +12.2% | -17.5% | -7.9% |
| 3M | -6.2% | +57.4% | -63.6% | -16.6% |
| 6M | +20.4% | +86.7% | -66.2% | +2.0% |
| YTD | +30.6% | +33.1% | -2.4% | +20.0% |
| 1Y | +37.4% | +16.1% | +21.2% | +27.9% |
| 3Y | +66.1% | -24.6% | +90.7% | +68.8% |
| 5Y | +73.7% | -63.5% | +137.2% | +105.3% |
| All | +73.7% | -63.6% | +137.3% | +105.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling