+261.4%
AVAV vs HBM
+613.3%
-352.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.6% |
| 7D | -2.2% | -6.4% | +4.1% | -1.1% |
| 30D | -13.9% | +5.9% | -19.8% | -14.9% |
| 3M | -29.2% | -8.9% | -20.3% | -28.5% |
| 6M | -36.1% | +10.7% | -46.8% | -38.1% |
| YTD | -40.2% | +38.3% | -78.5% | -44.5% |
| 1Y | -36.2% | +121.3% | -157.5% | -45.7% |
| 3Y | +47.5% | +450.6% | -403.1% | +3.8% |
| 5Y | +39.3% | +338.0% | -298.7% | -3.0% |
| 10Y | +482.6% | +578.6% | -96.0% | +230.4% |
| All | +261.4% | +613.3% | -352.0% | +84.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling