+1,221.3%
HUT vs AVTR
+1.7%
+1,219.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.4% | +7.6% | +7.0% |
| 7D | +17.8% | +2.7% | +15.1% | +16.1% |
| 30D | +0.8% | +12.1% | -11.2% | -5.4% |
| 3M | -26.8% | +57.2% | -84.0% | -46.3% |
| 6M | +72.6% | +73.1% | -0.5% | +19.5% |
| YTD | +103.6% | +30.6% | +73.0% | +65.7% |
| 1Y | +265.3% | +13.5% | +251.8% | +205.8% |
| 3Y | +689.4% | -31.0% | +720.4% | +740.7% |
| 5Y | +75.3% | -63.2% | +138.6% | +196.8% |
| All | +1,221.3% | +1.7% | +1,219.6% | +769.8% |
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 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