+1,248.8%
HWM vs AVTR
+6.1%
+1,242.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.2% |
| 7D | +11.1% | +3.2% | +8.0% | +10.4% |
| 30D | +3.0% | +0.5% | +2.5% | +2.8% |
| 3M | -20.7% | +12.1% | -32.9% | -23.1% |
| 6M | -17.2% | +91.2% | -108.4% | -30.5% |
| YTD | +9.1% | +36.3% | -27.2% | -1.1% |
| 1Y | +9.0% | +35.2% | -26.2% | -1.2% |
| 3Y | +353.8% | -15.8% | +369.7% | +344.8% |
| 5Y | +608.0% | -58.9% | +667.0% | +758.8% |
| All | +1,248.8% | +6.1% | +1,242.7% | +975.2% |
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