+1,352.0%
HWM vs AVAV
+323.2%
+1,028.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -9.8% | +3.9% | -3.9% |
| 7D | -2.4% | -24.3% | +21.9% | +3.1% |
| 30D | -13.3% | -28.9% | +15.6% | -7.3% |
| 3M | -31.0% | -39.3% | +8.2% | -24.4% |
| 6M | -17.1% | -38.8% | +21.6% | -11.3% |
| YTD | -1.9% | -57.8% | +55.9% | +10.4% |
| 1Y | -2.4% | -70.9% | +68.5% | +19.0% |
| 3Y | +322.2% | -14.8% | +337.0% | +273.7% |
| 5Y | +509.8% | +7.3% | +502.5% | +377.7% |
| 10Y | +1,453.8% | +325.3% | +1,128.5% | +786.9% |
| All | +1,352.0% | +323.2% | +1,028.7% | +728.7% |
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 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