+1,497.3%
HWM vs AVAV
+339.7%
+1,157.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.7% | +1.5% | +2.1% |
| 7D | +5.0% | +9.9% | -4.9% | +2.8% |
| 30D | +1.5% | -5.4% | +6.9% | +2.3% |
| 3M | -20.3% | -36.5% | +16.2% | -13.4% |
| 6M | -18.0% | -25.3% | +7.2% | -15.8% |
| YTD | +9.5% | -48.6% | +58.1% | +18.2% |
| 1Y | +7.5% | -62.1% | +69.5% | +23.8% |
| 3Y | +355.7% | +2.3% | +353.3% | +288.5% |
| 5Y | +610.2% | +35.4% | +574.8% | +428.3% |
| All | +1,497.3% | +339.7% | +1,157.5% | +778.5% |
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