+155.4%
HBAN vs AVAV
+478.0%
-322.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.4% | +4.6% | +0.1% |
| 7D | -1.5% | -3.2% | +1.7% | -1.0% |
| 30D | -5.5% | -25.6% | +20.1% | -1.2% |
| 3M | -0.2% | -20.2% | +20.0% | +2.0% |
| 6M | +5.2% | -38.1% | +43.2% | +11.1% |
| YTD | -2.3% | -41.8% | +39.5% | +2.4% |
| 1Y | -2.2% | -39.0% | +36.9% | +0.2% |
| 3Y | +73.8% | +24.1% | +49.8% | +46.3% |
| 5Y | +35.2% | +53.0% | -17.8% | +3.2% |
| 10Y | +155.4% | +493.8% | -338.5% | +13.9% |
| All | +155.4% | +478.0% | -322.6% | +13.9% |
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