+137.9%
HST vs AVAV
+423.1%
-285.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +12.6% | -9.9% | +0.9% |
| 7D | -1.1% | +3.2% | -4.3% | -1.8% |
| 30D | +11.6% | -7.4% | +19.0% | +12.4% |
| 3M | +9.5% | -32.0% | +41.5% | +15.0% |
| 6M | +18.9% | -24.6% | +43.5% | +20.8% |
| YTD | +51.0% | -47.5% | +98.5% | +58.8% |
| 1Y | +53.0% | -61.5% | +114.5% | +68.9% |
| 3Y | +87.5% | +5.5% | +82.0% | +60.2% |
| 5Y | +76.7% | +35.7% | +40.9% | +35.9% |
| 10Y | +137.9% | +379.1% | -241.2% | +31.6% |
| All | +137.9% | +423.1% | -285.2% | +31.6% |
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