+215.7%
HUT vs AVAV
+182.3%
+33.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.3% | +0.8% |
| 7D | -10.9% | 0.0% | -10.9% | -10.1% |
| 30D | -32.6% | -9.9% | -22.7% | -28.9% |
| 3M | -33.7% | -34.7% | +1.0% | -20.3% |
| 6M | -42.3% | -26.6% | -15.7% | -37.3% |
| YTD | +23.6% | -48.9% | +72.5% | +54.6% |
| 1Y | +20.4% | -63.0% | +83.4% | +74.3% |
| 3Y | +423.2% | +1.6% | +421.7% | +349.8% |
| 5Y | -19.4% | +34.5% | -53.9% | -42.0% |
| All | +215.7% | +182.3% | +33.4% | +114.5% |
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