+1,332.6%
HD vs AVAV
+308.3%
+1,024.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -9.8% | +8.3% | -0.2% |
| 7D | +6.4% | -24.3% | +30.7% | +10.2% |
| 30D | +22.1% | -28.9% | +50.9% | +27.3% |
| 3M | -0.2% | -39.3% | +39.1% | +6.0% |
| 6M | +12.6% | -38.8% | +51.4% | +18.0% |
| YTD | +3.9% | -57.8% | +61.7% | +12.6% |
| 1Y | -3.7% | -70.9% | +67.2% | +9.5% |
| 3Y | +27.9% | -14.8% | +42.7% | +17.9% |
| 5Y | +7.8% | +7.3% | +0.5% | -7.7% |
| 10Y | +269.4% | +325.3% | -56.0% | +134.3% |
| All | +1,332.6% | +308.3% | +1,024.3% | +673.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling