+127.5%
AVAV vs USHY
+48.0%
+79.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.6% | -2.5% |
| 7D | +4.2% | -0.4% | +4.6% | +5.2% |
| 30D | -2.6% | +0.6% | -3.1% | -3.6% |
| 3M | -38.0% | -2.0% | -36.0% | -35.3% |
| 6M | -27.0% | -0.5% | -26.5% | -25.8% |
| YTD | -51.4% | +0.6% | -52.0% | -51.5% |
| 1Y | -60.2% | +2.1% | -62.4% | -61.4% |
| 3Y | -6.7% | +25.3% | -32.0% | -36.5% |
| 5Y | +28.3% | +19.7% | +8.6% | -5.1% |
| All | +127.5% | +48.0% | +79.5% | +23.1% |
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