+575.2%
HLT vs AVAV
+519.3%
+55.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -1.6% | +1.4% | -3.0% | -1.8% |
| 30D | -5.0% | -24.3% | +19.3% | -1.8% |
| 3M | -10.4% | -20.1% | +9.7% | -8.8% |
| 6M | +3.2% | -29.4% | +32.6% | +6.0% |
| YTD | +6.7% | -39.3% | +46.1% | +10.3% |
| 1Y | +10.3% | -39.3% | +49.6% | +12.7% |
| 3Y | +99.3% | +29.5% | +69.9% | +72.1% |
| 5Y | +143.7% | +56.3% | +87.4% | +95.7% |
| All | +575.2% | +519.3% | +55.9% | +331.1% |
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