+47.0%
HAL vs AVAV
+351.0%
-304.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +10.5% | -10.7% | -2.6% |
| 7D | -12.0% | -10.6% | -1.4% | -9.9% |
| 30D | +0.3% | -18.8% | +19.1% | +4.6% |
| 3M | -1.6% | -34.1% | +32.5% | +6.9% |
| 6M | -20.5% | -35.3% | +14.8% | -15.6% |
| YTD | +14.2% | -53.4% | +67.6% | +27.1% |
| 1Y | +18.9% | -65.6% | +84.5% | +41.6% |
| 3Y | -13.7% | -5.1% | -8.7% | -26.9% |
| 5Y | +42.2% | +18.5% | +23.7% | +5.8% |
| 10Y | -16.7% | +369.8% | -386.5% | -61.3% |
| All | +47.0% | +351.0% | -304.0% | -37.9% |
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