+144.8%
HPQ vs AVAV
+407.8%
-263.0%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +12.6% | -13.3% | -2.9% |
| 7D | -0.6% | +3.2% | -3.8% | -1.7% |
| 30D | -6.5% | -7.4% | +0.9% | -5.8% |
| 3M | -5.1% | -32.0% | +26.9% | +0.5% |
| 6M | +27.3% | -24.6% | +51.9% | +29.5% |
| YTD | +31.7% | -47.5% | +79.2% | +39.7% |
| 1Y | +13.0% | -61.5% | +74.5% | +26.7% |
| 3Y | +18.3% | +5.5% | +12.8% | +2.5% |
| 5Y | +7.4% | +35.7% | -28.4% | -16.2% |
| 10Y | +154.8% | +379.1% | -224.3% | +39.5% |
| All | +144.8% | +407.8% | -263.0% | +15.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling