+39.3%
HBAN vs AVAV
+397.6%
-358.3%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.5% | +0.1% |
| 7D | -1.1% | +9.9% | -11.0% | -3.3% |
| 30D | +3.1% | -5.4% | +8.5% | +3.7% |
| 3M | -9.8% | -36.5% | +26.8% | -2.1% |
| 6M | +1.4% | -25.3% | +26.7% | +4.0% |
| YTD | -5.8% | -48.6% | +42.8% | +1.6% |
| 1Y | +4.2% | -62.1% | +66.3% | +19.3% |
| 3Y | +74.9% | +2.3% | +72.6% | +48.9% |
| 5Y | +21.7% | +35.4% | -13.7% | -9.4% |
| 10Y | +106.1% | +345.1% | -239.0% | -0.5% |
| All | +39.3% | +397.6% | -358.3% | -45.4% |
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