+1,523.0%
HWM vs AVAV
+361.4%
+1,161.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +10.5% | -8.0% | +0.3% |
| 7D | +3.3% | -10.6% | +13.9% | +5.5% |
| 30D | -7.6% | -18.8% | +11.2% | -3.9% |
| 3M | -28.9% | -34.1% | +5.2% | -23.4% |
| 6M | -19.7% | -35.3% | +15.7% | -15.0% |
| YTD | +0.5% | -53.4% | +53.9% | +10.8% |
| 1Y | +0.3% | -65.6% | +65.9% | +18.0% |
| 3Y | +325.8% | -5.1% | +330.9% | +268.4% |
| 5Y | +524.7% | +18.5% | +506.2% | +379.3% |
| All | +1,523.0% | +361.4% | +1,161.6% | +817.7% |
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