+71.2%
HAL vs AVAV
+478.6%
-407.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.2% |
| 7D | +2.9% | -2.2% | +5.2% | +3.5% |
| 30D | +17.0% | -13.9% | +31.0% | +20.6% |
| 3M | -9.7% | -29.2% | +19.6% | -4.4% |
| 6M | +8.6% | -36.1% | +44.8% | +15.9% |
| YTD | +33.0% | -40.2% | +73.2% | +40.9% |
| 1Y | +68.3% | -36.2% | +104.5% | +72.7% |
| 3Y | +0.1% | +47.5% | -47.4% | -23.9% |
| 5Y | +102.6% | +39.3% | +63.4% | +46.6% |
| 10Y | +3.8% | +482.6% | -478.7% | -53.6% |
| All | +71.2% | +478.6% | -407.4% | -31.2% |
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 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