+220.1%
HUT vs AVAV
+168.6%
+51.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -2.7% | -4.4% | -5.9% |
| 7D | +9.3% | +4.2% | +5.1% | +7.3% |
| 30D | -23.1% | -2.6% | -20.6% | -21.5% |
| 3M | -30.6% | -38.0% | +7.4% | -14.7% |
| 6M | -46.9% | -27.0% | -19.9% | -42.0% |
| YTD | +25.3% | -51.4% | +76.7% | +60.4% |
| 1Y | +59.8% | -60.2% | +120.1% | +123.3% |
| 3Y | +467.2% | -6.7% | +473.8% | +407.5% |
| 5Y | -24.6% | +28.3% | -53.0% | -44.6% |
| All | +220.1% | +168.6% | +51.5% | +122.5% |
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