+180.1%
AVAV vs USHY
+50.7%
+129.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -2.2% | -0.1% | -2.1% | -2.0% |
| 30D | -13.9% | +0.1% | -14.0% | -14.0% |
| 3M | -29.2% | +0.8% | -30.1% | -30.1% |
| 6M | -36.1% | +1.7% | -37.9% | -37.8% |
| YTD | -40.2% | +2.5% | -42.7% | -42.5% |
| 1Y | -36.2% | +4.4% | -40.6% | -40.6% |
| 3Y | +47.5% | +27.4% | +20.2% | -2.9% |
| 5Y | +39.3% | +21.7% | +17.5% | -0.5% |
| All | +180.1% | +50.7% | +129.3% | +45.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling