+666.8%
HAS vs AVAV
+308.3%
+358.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -9.8% | +8.2% | -0.4% |
| 7D | 0.0% | -24.3% | +24.3% | +3.4% |
| 30D | +31.3% | -28.9% | +60.2% | +36.7% |
| 3M | +32.1% | -39.3% | +71.4% | +39.8% |
| 6M | +28.1% | -38.8% | +66.9% | +33.5% |
| YTD | +49.1% | -57.8% | +106.9% | +60.2% |
| 1Y | +60.5% | -70.9% | +131.4% | +81.0% |
| 3Y | +183.9% | -14.8% | +198.7% | +160.4% |
| 5Y | +51.2% | +7.3% | +43.9% | +29.3% |
| 10Y | +105.3% | +325.3% | -220.1% | +33.3% |
| All | +666.8% | +308.3% | +358.5% | +328.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling