+81.8%
HST vs AVTR
+6.9%
+75.0%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.9% |
| 7D | -1.3% | +0.5% | -1.8% | -1.4% |
| 30D | +13.4% | +1.5% | +11.8% | +12.8% |
| 3M | +16.7% | +14.2% | +2.5% | +12.2% |
| 6M | +24.0% | +97.4% | -73.4% | +1.2% |
| YTD | +54.0% | +37.3% | +16.7% | +38.1% |
| 1Y | +55.0% | +36.8% | +18.3% | +39.0% |
| 3Y | +89.3% | -15.2% | +104.6% | +85.1% |
| 5Y | +85.4% | -59.2% | +144.6% | +122.9% |
| All | +81.8% | +6.9% | +75.0% | +42.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling