+139.1%
AVAV vs USHY
+47.7%
+91.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.4% | -2.0% |
| 7D | 0.0% | +0.3% | -0.3% | -0.6% |
| 30D | -9.9% | -0.1% | -9.8% | -9.5% |
| 3M | -34.7% | -1.9% | -32.9% | -32.2% |
| 6M | -26.6% | -1.0% | -25.6% | -24.7% |
| YTD | -48.9% | +0.4% | -49.3% | -48.8% |
| 1Y | -63.0% | +1.4% | -64.4% | -63.6% |
| 3Y | +1.6% | +24.9% | -23.4% | -30.5% |
| 5Y | +34.5% | +19.3% | +15.2% | +0.1% |
| All | +139.1% | +47.7% | +91.4% | +29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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