+133.6%
HOOD vs AVAV
+23.5%
+110.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.7% | +0.3% | -1.5% |
| 7D | -5.1% | 0.0% | -5.1% | -5.5% |
| 30D | -25.4% | -9.9% | -15.5% | -23.2% |
| 3M | -14.0% | -34.7% | +20.8% | -2.3% |
| 6M | +5.6% | -26.6% | +32.2% | +13.1% |
| YTD | -28.1% | -48.9% | +20.9% | -16.0% |
| 1Y | -40.1% | -63.0% | +22.9% | -22.5% |
| 3Y | +888.2% | +1.6% | +886.6% | +749.5% |
| 5Y | +135.8% | +34.5% | +101.3% | +49.3% |
| All | +133.6% | +23.5% | +110.1% | +52.1% |
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