+650.3%
HCA vs AVAV
+315.4%
+334.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.4% | 0.0% |
| 7D | +0.8% | +4.2% | -3.4% | +0.3% |
| 30D | +6.1% | -2.6% | +8.6% | +6.0% |
| 3M | +21.4% | -38.0% | +59.4% | +26.9% |
| 6M | +17.2% | -27.0% | +44.2% | +18.7% |
| YTD | +7.5% | -51.4% | +58.9% | +12.1% |
| 1Y | +6.2% | -60.2% | +66.4% | +13.5% |
| 3Y | +122.0% | -6.7% | +128.7% | +99.3% |
| 5Y | +112.2% | +28.3% | +83.9% | +74.0% |
| All | +650.3% | +315.4% | +334.9% | +439.5% |
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