+99.6%
HST vs AVAV
+308.3%
-208.7%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -9.8% | +4.2% | -3.6% |
| 7D | -4.2% | -24.3% | +20.2% | +1.4% |
| 30D | +9.6% | -28.9% | +38.4% | +17.2% |
| 3M | -1.1% | -39.3% | +38.2% | +8.6% |
| 6M | +21.1% | -38.8% | +59.8% | +29.4% |
| YTD | +47.1% | -57.8% | +104.9% | +65.2% |
| 1Y | +64.0% | -70.9% | +134.9% | +99.2% |
| 3Y | +77.1% | -14.8% | +91.9% | +52.5% |
| 5Y | +71.8% | +7.3% | +64.5% | +29.9% |
| 10Y | +146.3% | +325.3% | -179.0% | +8.6% |
| All | +99.6% | +308.3% | -208.7% | -29.2% |
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