-10.6%
HUM vs AVAV
+31.0%
-41.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.9% | -2.5% | +0.2% |
| 7D | +2.1% | +3.2% | -1.1% | +1.9% |
| 30D | +4.7% | -20.3% | +25.0% | +5.9% |
| 3M | +13.5% | -19.4% | +32.9% | +14.4% |
| 6M | +126.7% | -35.3% | +161.9% | +130.8% |
| YTD | +58.5% | -38.5% | +97.0% | +61.1% |
| 1Y | +31.7% | -37.2% | +68.9% | +34.4% |
| 3Y | -10.6% | +31.1% | -41.7% | -14.5% |
| All | -10.6% | +31.0% | -41.6% | -14.5% |
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 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