+1,773.8%
HWM vs AVAV
+499.7%
+1,274.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.3% | -0.1% |
| 7D | -2.1% | -2.2% | +0.1% | -1.7% |
| 30D | -11.0% | -13.9% | +2.9% | -8.6% |
| 3M | +4.0% | -29.2% | +33.3% | +9.7% |
| 6M | -0.2% | -36.1% | +35.9% | +6.1% |
| YTD | +26.7% | -40.2% | +66.9% | +33.5% |
| 1Y | +44.7% | -36.2% | +80.9% | +48.6% |
| 3Y | +426.1% | +47.5% | +378.6% | +311.5% |
| 5Y | +738.5% | +39.3% | +699.2% | +528.2% |
| All | +1,773.8% | +499.7% | +1,274.1% | +902.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling