+138.4%
HON vs AVAV
+478.0%
-339.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.4% | +3.8% | -0.9% |
| 7D | -0.6% | -3.2% | +2.6% | -0.2% |
| 30D | -15.4% | -25.6% | +10.2% | -12.2% |
| 3M | -9.1% | -20.2% | +11.1% | -7.2% |
| 6M | -17.1% | -38.1% | +21.0% | -13.1% |
| YTD | +1.5% | -41.8% | +43.3% | +5.7% |
| 1Y | -1.3% | -39.0% | +37.7% | +1.1% |
| 3Y | +19.5% | +24.1% | -4.5% | +4.8% |
| 5Y | +3.1% | +53.0% | -50.0% | -16.4% |
| 10Y | +138.4% | +493.8% | -355.5% | +46.1% |
| All | +138.4% | +478.0% | -339.6% | +46.1% |
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