+164.1%
HON vs AVAV
+423.1%
-259.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +12.6% | -8.5% | +2.4% |
| 7D | +2.3% | +3.2% | -0.8% | +1.7% |
| 30D | +10.2% | -7.4% | +17.6% | +11.0% |
| 3M | -6.7% | -32.0% | +25.3% | -2.5% |
| 6M | +3.3% | -24.6% | +27.9% | +5.4% |
| YTD | +13.4% | -47.5% | +60.9% | +19.2% |
| 1Y | +14.7% | -61.5% | +76.2% | +25.5% |
| 3Y | +33.4% | +5.5% | +27.9% | +19.5% |
| 5Y | +12.7% | +35.7% | -23.0% | -7.2% |
| 10Y | +164.1% | +379.1% | -215.0% | +82.4% |
| All | +164.1% | +423.1% | -259.0% | +82.4% |
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