+3.2%
HYG vs AVAV
-36.6%
+39.8%
-2.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.5% | -4.9% | -0.5% |
| 7D | -0.7% | -0.1% | -0.6% | -0.7% |
| 30D | -0.6% | -25.0% | +24.4% | -0.2% |
| 3M | +0.4% | -15.0% | +15.4% | +0.6% |
| 6M | +1.2% | -33.6% | +34.9% | +1.6% |
| YTD | +1.5% | -39.2% | +40.7% | +1.8% |
| 1Y | +3.2% | -40.5% | +43.6% | +3.8% |
| All | +3.2% | -36.6% | +39.8% | +3.8% |
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