+0.3%
HWM vs AVAV
-67.9%
+68.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +10.5% | -8.0% | +1.5% |
| 7D | +3.3% | -10.6% | +13.9% | +4.1% |
| 30D | -7.6% | -18.8% | +11.2% | -6.3% |
| 3M | -28.9% | -34.1% | +5.2% | -27.0% |
| 6M | -19.7% | -35.3% | +15.7% | -18.0% |
| YTD | +0.5% | -53.4% | +53.9% | +3.2% |
| 1Y | +0.3% | -65.6% | +65.9% | +9.0% |
| All | +0.3% | -67.9% | +68.1% | +9.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling