+379.1%
AVAV vs HIG
+270.3%
+108.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +0.6% | +11.9% | +12.4% |
| 7D | +3.2% | -0.5% | +3.6% | +3.2% |
| 30D | -7.4% | +4.5% | -11.9% | -9.1% |
| 3M | -32.0% | -5.5% | -26.5% | -31.0% |
| 6M | -24.6% | +3.1% | -27.6% | -26.3% |
| YTD | -47.5% | -0.8% | -46.7% | -48.2% |
| 1Y | -61.5% | +6.1% | -67.6% | -63.0% |
| 3Y | +5.5% | +94.1% | -88.6% | -22.2% |
| 5Y | +35.7% | +106.4% | -70.7% | -3.3% |
| 10Y | +379.1% | +265.1% | +114.0% | +141.5% |
| All | +379.1% | +270.3% | +108.7% | +141.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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