+1,466.3%
HWM vs AVTR
+1.7%
+1,464.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +1.0% | -0.1% |
| 7D | -2.1% | +2.7% | -4.8% | -2.7% |
| 30D | -11.0% | +12.1% | -23.0% | -13.5% |
| 3M | +4.0% | +57.2% | -53.2% | -7.9% |
| 6M | -0.2% | +73.1% | -73.3% | -14.2% |
| YTD | +26.7% | +30.6% | -4.0% | +16.3% |
| 1Y | +44.7% | +13.5% | +31.2% | +35.1% |
| 3Y | +426.1% | -31.0% | +457.1% | +448.0% |
| 5Y | +738.5% | -63.2% | +801.7% | +948.4% |
| All | +1,466.3% | +1.7% | +1,464.6% | +1,164.2% |
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 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