-20.8%
HAL vs AVAV
+358.8%
-379.6%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.7% | +2.7% | +0.5% |
| 7D | -6.5% | 0.0% | -6.5% | -6.8% |
| 30D | -2.1% | -9.9% | +7.8% | -0.7% |
| 3M | -4.9% | -34.7% | +29.9% | +2.3% |
| 6M | -19.3% | -26.6% | +7.3% | -17.2% |
| YTD | +14.3% | -48.9% | +63.2% | +23.1% |
| 1Y | +17.3% | -63.0% | +80.3% | +35.0% |
| 3Y | -10.9% | +1.6% | -12.5% | -25.3% |
| 5Y | +47.4% | +34.5% | +12.9% | +7.3% |
| 10Y | -20.8% | +359.3% | -380.1% | -53.2% |
| All | -20.8% | +358.8% | -379.6% | -53.2% |
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