+153.9%
HL vs AVAV
+371.6%
-217.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +12.6% | -8.0% | +2.0% |
| 7D | +13.8% | +3.2% | +10.7% | +12.5% |
| 30D | -9.7% | -7.4% | -2.3% | -8.8% |
| 3M | -8.5% | -32.0% | +23.5% | -2.0% |
| 6M | -17.2% | -24.6% | +7.4% | -14.1% |
| YTD | -19.6% | -47.5% | +27.9% | -12.5% |
| 1Y | +11.1% | -61.5% | +72.6% | +28.3% |
| 3Y | +299.7% | +5.5% | +294.2% | +251.4% |
| 5Y | +156.5% | +35.7% | +120.7% | +105.2% |
| All | +153.9% | +371.6% | -217.7% | +94.7% |
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