+146.7%
HUM vs AVAV
+520.8%
-374.1%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.5% | -4.3% | -0.2% |
| 7D | -1.4% | -0.1% | -1.3% | -1.4% |
| 30D | +7.5% | -25.0% | +32.5% | +10.1% |
| 3M | +10.2% | -15.0% | +25.2% | +11.0% |
| 6M | +132.5% | -33.6% | +166.2% | +138.1% |
| YTD | +57.6% | -39.2% | +96.8% | +61.4% |
| 1Y | +48.6% | -40.5% | +89.1% | +52.0% |
| 3Y | -11.2% | +29.6% | -40.8% | -18.3% |
| 5Y | +4.8% | +56.7% | -51.9% | -8.3% |
| All | +146.7% | +520.8% | -374.1% | +69.5% |
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