+190.7%
HAS vs AVAV
-14.7%
+205.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -9.8% | +8.2% | -1.4% |
| 7D | 0.0% | -24.3% | +24.3% | +0.8% |
| 30D | +31.3% | -28.9% | +60.2% | +32.6% |
| 3M | +32.1% | -39.3% | +71.4% | +34.0% |
| 6M | +28.1% | -38.8% | +66.9% | +29.6% |
| YTD | +49.1% | -57.8% | +106.9% | +52.0% |
| 1Y | +60.5% | -70.9% | +131.4% | +67.0% |
| All | +190.7% | -14.7% | +205.5% | +152.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling