+1,207.2%
HWM vs AVTR
+8.1%
+1,199.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.8% | +2.2% | +4.4% |
| 7D | +1.6% | +1.9% | -0.3% | +1.2% |
| 30D | -3.9% | +1.5% | -5.5% | -4.3% |
| 3M | -23.2% | +17.1% | -40.3% | -26.3% |
| 6M | -20.0% | +91.5% | -111.4% | -32.8% |
| YTD | +5.7% | +38.8% | -33.1% | -4.6% |
| 1Y | +4.9% | +37.7% | -32.9% | -5.3% |
| 3Y | +347.0% | -13.5% | +360.5% | +335.0% |
| 5Y | +563.0% | -59.3% | +622.3% | +708.6% |
| All | +1,207.2% | +8.1% | +1,199.2% | +937.8% |
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 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