+123.6%
HOOD vs AVAV
+17.5%
+106.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.7% | -1.5% | -3.4% |
| 7D | -3.8% | +4.2% | -8.0% | -5.2% |
| 30D | -23.0% | -2.6% | -20.4% | -22.6% |
| 3M | -21.6% | -38.0% | +16.3% | -9.4% |
| 6M | +1.4% | -27.0% | +28.4% | +9.0% |
| YTD | -31.2% | -51.4% | +20.3% | -18.2% |
| 1Y | -35.9% | -60.2% | +24.3% | -19.0% |
| 3Y | +836.9% | -6.7% | +843.6% | +729.5% |
| 5Y | +121.1% | +28.3% | +92.8% | +42.4% |
| All | +123.6% | +17.5% | +106.1% | +48.1% |
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