+71.6%
HST vs AVAV
+18.1%
+53.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +10.5% | -10.5% | -0.9% |
| 7D | -2.7% | -10.6% | +7.9% | -1.9% |
| 30D | +10.7% | -18.8% | +29.5% | +12.4% |
| 3M | +6.3% | -34.1% | +40.4% | +9.5% |
| 6M | +19.0% | -35.3% | +54.3% | +21.7% |
| YTD | +47.0% | -53.4% | +100.4% | +53.2% |
| 1Y | +53.4% | -65.6% | +119.1% | +65.1% |
| 3Y | +78.0% | -5.1% | +83.1% | +58.3% |
| All | +71.6% | +18.1% | +53.4% | +38.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling