+508.8%
AVAV vs HBM
+599.4%
-90.7%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.8% | -2.9% | +1.7% |
| 7D | +3.2% | +7.4% | -4.2% | +1.7% |
| 30D | -20.3% | +5.1% | -25.4% | -21.2% |
| 3M | -19.4% | +11.1% | -30.6% | -21.7% |
| 6M | -35.3% | +30.2% | -65.5% | -39.3% |
| YTD | -38.5% | +46.2% | -84.7% | -43.9% |
| 1Y | -37.2% | +120.0% | -157.2% | -47.2% |
| 3Y | +31.1% | +527.4% | -496.3% | -12.5% |
| 5Y | +41.0% | +400.4% | -359.4% | -6.9% |
| 10Y | +508.8% | +621.5% | -112.8% | +222.1% |
| All | +508.8% | +599.4% | -90.7% | +222.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded HBM 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling