+490.2%
HCA vs AVAV
+520.8%
-30.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.4% | -4.6% | -0.6% |
| 7D | +2.9% | -0.1% | +3.0% | +2.9% |
| 30D | +2.4% | -25.0% | +27.3% | +5.3% |
| 3M | +13.0% | -15.0% | +28.0% | +14.0% |
| 6M | -21.4% | -33.6% | +12.2% | -19.2% |
| YTD | -9.5% | -39.2% | +29.7% | -7.3% |
| 1Y | +7.5% | -40.5% | +48.0% | +9.5% |
| 3Y | +57.6% | +29.6% | +28.0% | +37.2% |
| 5Y | +71.1% | +56.7% | +14.4% | +39.5% |
| All | +490.2% | +520.8% | -30.6% | +389.1% |
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