+100.8%
HBAN vs AVAV
+315.4%
-214.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.7% | +3.3% | +1.0% |
| 7D | +2.3% | +4.2% | -2.0% | +1.5% |
| 30D | +4.8% | -2.6% | +7.3% | +4.8% |
| 3M | -10.1% | -38.0% | +27.9% | -3.9% |
| 6M | +5.0% | -27.0% | +32.0% | +7.6% |
| YTD | -6.1% | -51.4% | +45.3% | +0.5% |
| 1Y | +4.6% | -60.2% | +64.8% | +15.5% |
| 3Y | +74.9% | -6.7% | +81.6% | +54.6% |
| 5Y | +21.4% | +28.3% | -6.9% | -4.7% |
| All | +100.8% | +315.4% | -214.6% | +8.2% |
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