+1,254.8%
HUT vs AVTR
+1.1%
+1,253.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.4% | -1.2% | -2.2% |
| 7D | +18.9% | +1.6% | +17.3% | +18.0% |
| 30D | +12.0% | +8.4% | +3.6% | +7.2% |
| 3M | -14.9% | +50.2% | -65.0% | -35.9% |
| 6M | +96.8% | +82.6% | +14.2% | +31.9% |
| YTD | +108.8% | +29.8% | +79.0% | +70.7% |
| 1Y | +227.4% | +16.0% | +211.4% | +171.0% |
| 3Y | +760.3% | -26.4% | +786.7% | +773.4% |
| 5Y | +86.1% | -64.5% | +150.5% | +222.3% |
| All | +1,254.8% | +1.1% | +1,253.7% | +795.6% |
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 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