+54.1%
HST vs AVTR
+1.7%
+52.4%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.7% |
| 7D | -1.0% | +2.7% | -3.7% | -1.8% |
| 30D | -12.3% | +12.1% | -24.3% | -15.0% |
| 3M | -6.4% | +57.2% | -63.6% | -18.2% |
| 6M | +15.0% | +73.1% | -58.1% | -2.7% |
| YTD | +30.5% | +30.6% | -0.1% | +18.9% |
| 1Y | +35.7% | +13.5% | +22.2% | +25.9% |
| 3Y | +68.4% | -31.0% | +99.4% | +75.5% |
| 5Y | +73.1% | -63.2% | +136.4% | +114.2% |
| All | +54.1% | +1.7% | +52.4% | +22.6% |
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 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