+87.5%
HST vs AVAV
-3.9%
+91.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.7% | +2.7% | +0.1% |
| 7D | +3.6% | +4.2% | -0.6% | +3.3% |
| 30D | +11.2% | -2.6% | +13.8% | +11.2% |
| 3M | +13.1% | -38.0% | +51.1% | +15.2% |
| 6M | +23.9% | -27.0% | +50.9% | +24.6% |
| YTD | +52.3% | -51.4% | +103.7% | +55.5% |
| 1Y | +56.7% | -60.2% | +116.9% | +62.1% |
| 3Y | +87.5% | -6.7% | +94.2% | +71.0% |
| All | +87.5% | -3.9% | +91.4% | +71.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling