+77.1%
HST vs AVAV
+478.6%
-401.5%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.6% |
| 7D | -1.0% | -2.2% | +1.2% | -0.6% |
| 30D | -12.3% | -13.9% | +1.7% | -9.9% |
| 3M | -6.4% | -29.2% | +22.9% | -1.5% |
| 6M | +15.0% | -36.1% | +51.1% | +22.0% |
| YTD | +30.5% | -40.2% | +70.7% | +37.1% |
| 1Y | +35.7% | -36.2% | +71.9% | +37.7% |
| 3Y | +68.4% | +47.5% | +20.9% | +27.6% |
| 5Y | +73.1% | +39.3% | +33.9% | +24.9% |
| 10Y | +92.7% | +482.6% | -389.8% | -19.9% |
| All | +77.1% | +478.6% | -401.5% | -41.3% |
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 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