+1,579.2%
HWM vs AVAV
+423.1%
+1,156.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +12.6% | -7.5% | +2.5% |
| 7D | +1.6% | +3.2% | -1.6% | +0.8% |
| 30D | -3.9% | -7.4% | +3.5% | -2.8% |
| 3M | -23.2% | -32.0% | +8.8% | -17.7% |
| 6M | -20.0% | -24.6% | +4.6% | -17.9% |
| YTD | +5.7% | -47.5% | +53.2% | +13.7% |
| 1Y | +4.9% | -61.5% | +66.4% | +20.5% |
| 3Y | +347.0% | +5.5% | +341.5% | +278.5% |
| 5Y | +563.0% | +35.7% | +527.3% | +393.3% |
| 10Y | +1,579.2% | +379.1% | +1,200.1% | +823.7% |
| All | +1,579.2% | +423.1% | +1,156.0% | +823.7% |
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