+247.2%
HD vs AVAV
+358.8%
-111.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.0% | -0.4% |
| 7D | +5.2% | 0.0% | +5.2% | +4.9% |
| 30D | +20.7% | -9.9% | +30.7% | +21.7% |
| 3M | +0.8% | -34.7% | +35.5% | +5.3% |
| 6M | +12.2% | -26.6% | +38.8% | +14.3% |
| YTD | +4.2% | -48.9% | +53.2% | +9.2% |
| 1Y | -2.6% | -63.0% | +60.4% | +6.1% |
| 3Y | +30.0% | +1.6% | +28.4% | +17.0% |
| 5Y | +8.1% | +34.5% | -26.4% | -10.2% |
| 10Y | +247.2% | +359.3% | -112.1% | +140.0% |
| All | +247.2% | +358.8% | -111.6% | +140.0% |
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