+102.2%
HAS vs AVAV
+358.8%
-256.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.7% | +3.5% | +1.0% |
| 7D | +3.3% | 0.0% | +3.3% | +3.0% |
| 30D | +30.5% | -9.9% | +40.5% | +31.6% |
| 3M | +29.9% | -34.7% | +64.6% | +35.5% |
| 6M | +26.5% | -26.6% | +53.2% | +28.6% |
| YTD | +51.9% | -48.9% | +100.9% | +58.6% |
| 1Y | +60.9% | -63.0% | +123.9% | +74.9% |
| 3Y | +215.0% | +1.6% | +213.4% | +178.7% |
| 5Y | +51.5% | +34.5% | +17.0% | +23.5% |
| 10Y | +102.2% | +359.3% | -257.0% | +33.4% |
| All | +102.2% | +358.8% | -256.5% | +33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 AVAV 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