+255.0%
HL vs AVAV
-5.8%
+260.8%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +10.5% | -8.5% | +0.2% |
| 7D | +8.9% | -10.6% | +19.5% | +10.7% |
| 30D | -10.1% | -18.8% | +8.7% | -7.1% |
| 3M | -7.0% | -34.1% | +27.1% | -0.7% |
| 6M | -18.8% | -35.3% | +16.6% | -13.5% |
| YTD | -23.1% | -53.4% | +30.2% | -15.5% |
| 1Y | +8.9% | -65.6% | +74.5% | +24.8% |
| 3Y | +255.0% | -5.1% | +260.1% | +214.4% |
| All | +255.0% | -5.8% | +260.8% | +214.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling