+100.5%
HAS vs AVAV
+361.4%
-260.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +10.5% | -11.0% | -1.7% |
| 7D | -0.2% | -10.6% | +10.4% | +0.9% |
| 30D | +31.0% | -18.8% | +49.8% | +33.7% |
| 3M | +30.7% | -34.1% | +64.8% | +36.2% |
| 6M | +23.9% | -35.3% | +59.2% | +27.8% |
| YTD | +48.3% | -53.4% | +101.7% | +56.4% |
| 1Y | +60.2% | -65.6% | +125.9% | +75.6% |
| 3Y | +189.2% | -5.1% | +194.3% | +157.7% |
| 5Y | +50.4% | +18.5% | +31.9% | +24.8% |
| All | +100.5% | +361.4% | -260.9% | +30.1% |
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