+359.3%
AVAV vs HBM
+301.8%
+57.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.7% | +1.0% | -2.0% |
| 7D | 0.0% | +2.4% | -2.4% | -0.3% |
| 30D | -9.9% | -16.0% | +6.0% | -6.7% |
| 3M | -34.7% | -21.3% | -13.4% | -31.8% |
| 6M | -26.6% | -12.2% | -14.4% | -25.4% |
| YTD | -48.9% | +10.7% | -59.6% | -50.9% |
| 1Y | -63.0% | +30.3% | -93.3% | -65.6% |
| 3Y | +1.6% | +432.2% | -430.7% | -29.8% |
| 5Y | +34.5% | +218.8% | -184.3% | -3.0% |
| 10Y | +359.3% | +281.4% | +77.9% | +176.3% |
| All | +359.3% | +301.8% | +57.5% | +176.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling