-14.9%
HAL vs AVAV
+315.4%
-330.3%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.7% | +5.9% | +3.6% |
| 7D | +6.1% | +4.2% | +1.9% | +5.0% |
| 30D | +2.9% | -2.6% | +5.4% | +2.9% |
| 3M | +3.3% | -38.0% | +41.3% | +12.2% |
| 6M | -16.9% | -27.0% | +10.1% | -14.8% |
| YTD | +21.2% | -51.4% | +72.6% | +31.8% |
| 1Y | +27.5% | -60.2% | +87.8% | +44.3% |
| 3Y | -6.4% | -6.7% | +0.2% | -20.2% |
| 5Y | +58.0% | +28.3% | +29.7% | +15.9% |
| All | -14.9% | +315.4% | -330.3% | -49.5% |
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