+678.1%
HON vs AVAV
+478.6%
+199.5%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.7% | +1.2% |
| 7D | -3.6% | -2.2% | -1.4% | -3.3% |
| 30D | -15.3% | -13.9% | -1.3% | -13.4% |
| 3M | -7.9% | -29.2% | +21.3% | -3.8% |
| 6M | -18.1% | -36.1% | +18.1% | -13.8% |
| YTD | +3.8% | -40.2% | +44.0% | +8.5% |
| 1Y | +0.5% | -36.2% | +36.7% | +2.7% |
| 3Y | +19.8% | +47.5% | -27.8% | -0.4% |
| 5Y | +2.9% | +39.3% | -36.4% | -17.3% |
| 10Y | +134.6% | +482.6% | -347.9% | +29.1% |
| All | +678.1% | +478.6% | +199.5% | +281.5% |
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