+189.2%
HAS vs AVAV
-5.8%
+195.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +10.5% | -11.0% | -0.8% |
| 7D | -0.2% | -10.6% | +10.4% | +0.1% |
| 30D | +31.0% | -18.8% | +49.8% | +31.8% |
| 3M | +30.7% | -34.1% | +64.8% | +32.2% |
| 6M | +23.9% | -35.3% | +59.2% | +25.2% |
| YTD | +48.3% | -53.4% | +101.7% | +50.8% |
| 1Y | +60.2% | -65.6% | +125.9% | +65.5% |
| 3Y | +189.2% | -5.1% | +194.3% | +150.0% |
| All | +189.2% | -5.8% | +195.0% | +150.0% |
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