+219.3%
HL vs AVAV
+478.6%
-259.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.7% | -0.8% | -2.1% |
| 7D | +1.5% | -2.2% | +3.7% | +2.0% |
| 30D | +25.1% | -13.9% | +39.0% | +29.2% |
| 3M | +22.9% | -29.2% | +52.1% | +31.4% |
| 6M | -4.9% | -36.1% | +31.2% | +3.0% |
| YTD | +7.8% | -40.2% | +48.0% | +16.2% |
| 1Y | +133.9% | -36.2% | +170.1% | +145.1% |
| 3Y | +380.9% | +47.5% | +333.4% | +285.2% |
| 5Y | +230.2% | +39.3% | +190.9% | +155.5% |
| 10Y | +265.6% | +482.6% | -217.0% | +78.1% |
| All | +219.3% | +478.6% | -259.3% | +36.0% |
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