+142.9%
HOOD vs AVAV
+24.4%
+118.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.7% | +3.3% | +3.8% |
| 7D | -3.2% | +9.9% | -13.1% | -6.3% |
| 30D | -22.6% | -5.4% | -17.2% | -21.5% |
| 3M | -10.4% | -36.5% | +26.2% | +2.8% |
| 6M | +4.7% | -25.3% | +30.0% | +11.6% |
| YTD | -25.2% | -48.6% | +23.4% | -12.8% |
| 1Y | -35.9% | -62.1% | +26.2% | -17.6% |
| 3Y | +927.7% | +2.3% | +925.4% | +781.4% |
| 5Y | +147.5% | +35.4% | +112.1% | +56.3% |
| All | +142.9% | +24.4% | +118.5% | +57.8% |
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