+1,298.7%
HWM vs AVTR
+3.6%
+1,295.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | +1.9% | -12.6% | -11.1% |
| 7D | -9.2% | +7.4% | -16.6% | -10.7% |
| 30D | -17.9% | +12.2% | -30.1% | -20.2% |
| 3M | -6.0% | +57.4% | -63.4% | -16.8% |
| 6M | -7.4% | +86.7% | -94.0% | -21.8% |
| YTD | +13.1% | +33.1% | -20.0% | +3.3% |
| 1Y | +29.3% | +16.1% | +13.2% | +20.0% |
| 3Y | +389.9% | -24.6% | +414.5% | +396.1% |
| 5Y | +655.5% | -63.5% | +719.0% | +849.1% |
| All | +1,298.7% | +3.6% | +1,295.1% | +1,023.5% |
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