+156.1%
HPQ vs AVAV
+315.4%
-159.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.7% | +4.4% | +2.1% |
| 7D | +3.2% | +4.2% | -1.1% | +2.4% |
| 30D | -3.6% | -2.6% | -1.1% | -3.7% |
| 3M | -5.3% | -38.0% | +32.7% | +1.0% |
| 6M | +41.1% | -27.0% | +68.1% | +44.0% |
| YTD | +36.9% | -51.4% | +88.3% | +45.9% |
| 1Y | +23.5% | -60.2% | +83.8% | +36.0% |
| 3Y | +19.6% | -6.7% | +26.2% | +5.9% |
| 5Y | +11.4% | +28.3% | -16.9% | -11.8% |
| All | +156.1% | +315.4% | -159.3% | +58.9% |
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