+284.2%
HL vs AVAV
+478.0%
-193.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -5.4% | +7.3% | +3.0% |
| 7D | +0.4% | -3.2% | +3.5% | +1.0% |
| 30D | +18.8% | -25.6% | +44.4% | +25.9% |
| 3M | +43.7% | -20.2% | +64.0% | +48.6% |
| 6M | -1.0% | -38.1% | +37.0% | +6.9% |
| YTD | +8.7% | -41.8% | +50.5% | +16.9% |
| 1Y | +105.0% | -39.0% | +144.0% | +115.6% |
| 3Y | +427.3% | +24.1% | +403.2% | +350.5% |
| 5Y | +249.3% | +53.0% | +196.3% | +173.8% |
| 10Y | +284.2% | +493.8% | -209.7% | +144.2% |
| All | +284.2% | +478.0% | -193.8% | +144.2% |
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