+504.5%
AVAV vs HIG
+132.2%
+372.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.6% | -1.6% |
| 7D | -2.2% | +0.3% | -2.5% | -2.3% |
| 30D | -13.9% | -3.2% | -10.7% | -13.6% |
| 3M | -29.2% | +9.1% | -38.4% | -30.2% |
| 6M | -36.1% | -1.8% | -34.3% | -36.1% |
| YTD | -40.2% | +1.8% | -42.0% | -40.6% |
| 1Y | -36.2% | +4.6% | -40.8% | -36.9% |
| 3Y | +47.5% | +101.6% | -54.1% | +32.9% |
| 5Y | +39.3% | +124.5% | -85.2% | +23.5% |
| 10Y | +482.6% | +317.8% | +164.8% | +372.8% |
| All | +504.5% | +132.2% | +372.2% | +510.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling