+762.4%
HUT vs AVTR
+6.9%
+755.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +1.0% | +6.5% | +7.0% |
| 7D | +24.8% | +0.5% | +24.3% | +24.8% |
| 30D | -28.4% | +1.5% | -29.9% | -28.8% |
| 3M | -31.2% | +14.2% | -45.5% | -36.3% |
| 6M | -40.2% | +97.4% | -137.6% | -62.0% |
| YTD | +32.9% | +37.3% | -4.3% | +4.9% |
| 1Y | +39.1% | +36.8% | +2.3% | +9.1% |
| 3Y | +462.8% | -15.2% | +478.0% | +421.6% |
| 5Y | -13.9% | -59.2% | +45.3% | +36.8% |
| All | +762.4% | +6.9% | +755.6% | +450.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling