+137.6%
HST vs AVAV
+361.4%
-223.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +10.5% | -10.5% | -1.5% |
| 7D | -2.7% | -10.6% | +7.9% | -1.3% |
| 30D | +10.7% | -18.8% | +29.5% | +13.7% |
| 3M | +6.3% | -34.1% | +40.4% | +12.0% |
| 6M | +19.0% | -35.3% | +54.3% | +23.7% |
| YTD | +47.0% | -53.4% | +100.4% | +57.4% |
| 1Y | +53.4% | -65.6% | +119.1% | +72.3% |
| 3Y | +78.0% | -5.1% | +83.1% | +54.4% |
| 5Y | +71.7% | +18.5% | +53.2% | +35.0% |
| All | +137.6% | +361.4% | -223.8% | +30.4% |
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