+217.0%
HUT vs AVAV
+190.2%
+26.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +12.6% | -4.3% | +2.7% |
| 7D | +3.7% | +3.2% | +0.5% | +3.2% |
| 30D | -32.3% | -7.4% | -24.9% | -29.4% |
| 3M | -35.6% | -32.0% | -3.6% | -24.0% |
| 6M | -42.1% | -24.6% | -17.5% | -37.7% |
| YTD | +24.1% | -47.5% | +71.6% | +53.4% |
| 1Y | +27.9% | -61.5% | +89.4% | +82.0% |
| 3Y | +409.1% | +5.5% | +403.6% | +330.3% |
| 5Y | -25.9% | +35.7% | -61.7% | -46.9% |
| All | +217.0% | +190.2% | +26.8% | +112.8% |
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