+72.4%
HUM vs AVTR
+1.1%
+71.3%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.7% | -0.2% |
| 7D | -0.2% | +1.6% | -1.8% | -0.6% |
| 30D | +3.7% | +8.4% | -4.7% | +1.8% |
| 3M | +10.4% | +50.2% | -39.7% | -0.5% |
| 6M | +125.7% | +82.6% | +43.2% | +93.5% |
| YTD | +57.3% | +29.8% | +27.5% | +45.7% |
| 1Y | +48.6% | +16.0% | +32.7% | +39.1% |
| 3Y | -11.3% | -26.4% | +15.1% | -10.0% |
| 5Y | +0.8% | -64.5% | +65.3% | +24.7% |
| All | +72.4% | +1.1% | +71.3% | +35.4% |
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