-9.0%
HUM vs AVTR
-27.0%
+17.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.5% | +2.7% | +2.3% |
| 7D | +2.1% | -1.1% | +3.1% | +2.2% |
| 30D | +5.4% | +6.3% | -0.9% | +4.5% |
| 3M | +11.4% | +53.3% | -41.9% | +4.4% |
| 6M | +141.5% | +78.6% | +62.9% | +120.8% |
| YTD | +61.2% | +29.2% | +32.0% | +53.8% |
| 1Y | +49.2% | +13.8% | +35.3% | +43.6% |
| 3Y | -9.0% | -27.4% | +18.4% | -2.8% |
| All | -9.0% | -27.0% | +17.9% | -2.8% |
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 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