+132.4%
HOOD vs AVAV
+12.8%
+119.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +10.5% | -7.2% | -0.2% |
| 7D | -4.8% | -10.6% | +5.8% | -1.5% |
| 30D | -26.1% | -18.8% | -7.3% | -21.2% |
| 3M | -10.8% | -34.1% | +23.3% | +1.1% |
| 6M | +2.4% | -35.3% | +37.7% | +14.5% |
| YTD | -28.5% | -53.4% | +24.9% | -13.7% |
| 1Y | -36.3% | -65.6% | +29.3% | -15.4% |
| 3Y | +743.7% | -5.1% | +748.8% | +642.0% |
| 5Y | +118.6% | +18.5% | +100.1% | +41.3% |
| All | +132.4% | +12.8% | +119.6% | +56.2% |
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