+135.5%
HL vs AVAV
+358.8%
-223.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -2.7% | -4.5% | -6.7% |
| 7D | +8.2% | 0.0% | +8.2% | +7.7% |
| 30D | -16.3% | -9.9% | -6.4% | -14.9% |
| 3M | -18.6% | -34.7% | +16.1% | -12.0% |
| 6M | -23.2% | -26.6% | +3.4% | -19.9% |
| YTD | -25.5% | -48.9% | +23.5% | -18.3% |
| 1Y | -4.8% | -63.0% | +58.2% | +10.9% |
| 3Y | +281.4% | +1.6% | +279.8% | +238.0% |
| 5Y | +137.8% | +34.5% | +103.3% | +90.7% |
| 10Y | +135.5% | +359.3% | -223.8% | +81.6% |
| All | +135.5% | +358.8% | -223.3% | +81.6% |
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