+1,214.3%
HD vs AVAV
+478.6%
+735.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.7% | +1.2% |
| 7D | -2.1% | -2.2% | +0.2% | -1.8% |
| 30D | -8.4% | -13.9% | +5.5% | -6.7% |
| 3M | +4.3% | -29.2% | +33.6% | +8.2% |
| 6M | -11.1% | -36.1% | +25.0% | -7.2% |
| YTD | -4.7% | -40.2% | +35.5% | -1.0% |
| 1Y | -19.8% | -36.2% | +16.4% | -18.4% |
| 3Y | +4.1% | +47.5% | -43.4% | -11.2% |
| 5Y | +10.3% | +39.3% | -29.0% | -8.3% |
| 10Y | +203.2% | +482.6% | -279.4% | +85.3% |
| All | +1,214.3% | +478.6% | +735.7% | +580.8% |
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