+755.4%
HUM vs AVAV
+478.6%
+276.8%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -1.0% |
| 7D | +4.2% | -2.2% | +6.4% | +4.4% |
| 30D | +10.4% | -13.9% | +24.3% | +12.1% |
| 3M | +15.1% | -29.2% | +44.3% | +18.7% |
| 6M | +120.9% | -36.1% | +157.1% | +129.1% |
| YTD | +57.9% | -40.2% | +98.1% | +63.3% |
| 1Y | +30.6% | -36.2% | +66.8% | +33.2% |
| 3Y | -9.6% | +47.5% | -57.1% | -21.0% |
| 5Y | +1.6% | +39.3% | -37.7% | -13.8% |
| 10Y | +146.4% | +482.6% | -336.1% | +52.4% |
| All | +755.4% | +478.6% | +276.8% | +383.3% |
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