+245.3%
HD vs AVAV
+360.4%
-115.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | 0.0% |
| 7D | -1.2% | +9.9% | -11.0% | -2.4% |
| 30D | +20.9% | -5.4% | +26.3% | +21.2% |
| 3M | -0.2% | -36.5% | +36.4% | +4.7% |
| 6M | +14.5% | -25.3% | +39.8% | +16.4% |
| YTD | +4.3% | -48.6% | +52.9% | +9.2% |
| 1Y | -3.5% | -62.1% | +58.6% | +4.8% |
| 3Y | +30.1% | +2.3% | +27.8% | +17.0% |
| 5Y | +8.5% | +35.4% | -26.9% | -9.9% |
| 10Y | +245.3% | +345.1% | -99.8% | +138.3% |
| All | +245.3% | +360.4% | -115.1% | +138.3% |
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