+127.6%
HL vs AVAV
+351.0%
-223.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +10.5% | -8.5% | -0.4% |
| 7D | +8.9% | -10.6% | +19.5% | +11.2% |
| 30D | -10.1% | -18.8% | +8.7% | -6.2% |
| 3M | -7.0% | -34.1% | +27.1% | +1.3% |
| 6M | -18.8% | -35.3% | +16.6% | -12.4% |
| YTD | -23.1% | -53.4% | +30.2% | -13.0% |
| 1Y | +8.9% | -65.6% | +74.5% | +31.6% |
| 3Y | +255.0% | -5.1% | +260.1% | +214.6% |
| 5Y | +151.5% | +18.5% | +132.9% | +100.5% |
| 10Y | +138.4% | +369.8% | -231.5% | +20.7% |
| All | +127.6% | +351.0% | -223.5% | +1.8% |
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