+1,329.5%
THC vs AVAV
+361.4%
+968.1%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +10.5% | -11.6% | -3.0% |
| 7D | +3.7% | -10.6% | +14.3% | +5.4% |
| 30D | +9.0% | -18.8% | +27.8% | +12.6% |
| 3M | +10.4% | -34.1% | +44.5% | +17.8% |
| 6M | +45.7% | -35.3% | +81.0% | +52.2% |
| YTD | +42.6% | -53.4% | +96.0% | +54.1% |
| 1Y | +38.8% | -65.6% | +104.4% | +60.3% |
| 3Y | +418.8% | -5.1% | +423.9% | +330.7% |
| 5Y | +275.7% | +18.5% | +257.1% | +177.7% |
| All | +1,329.5% | +361.4% | +968.1% | +1,156.2% |
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