+660.8%
HCA vs AVAV
+339.7%
+321.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.2% |
| 7D | -0.9% | +9.9% | -10.8% | -2.0% |
| 30D | +10.3% | -5.4% | +15.8% | +10.6% |
| 3M | +23.2% | -36.5% | +59.8% | +28.5% |
| 6M | +19.1% | -25.3% | +44.4% | +20.5% |
| YTD | +9.0% | -48.6% | +57.5% | +13.1% |
| 1Y | +10.2% | -62.1% | +72.3% | +18.7% |
| 3Y | +122.4% | +2.3% | +120.1% | +97.3% |
| 5Y | +116.3% | +35.4% | +80.9% | +76.5% |
| All | +660.8% | +339.7% | +321.0% | +443.9% |
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