+677.4%
HLT vs AVAV
+315.4%
+362.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.7% | +2.8% | +0.4% |
| 7D | +0.7% | +4.2% | -3.5% | +0.1% |
| 30D | +13.7% | -2.6% | +16.3% | +13.6% |
| 3M | +16.3% | -38.0% | +54.3% | +22.6% |
| 6M | +19.9% | -27.0% | +46.9% | +22.0% |
| YTD | +30.1% | -51.4% | +81.5% | +37.4% |
| 1Y | +38.5% | -60.2% | +98.7% | +50.1% |
| 3Y | +131.0% | -6.7% | +137.7% | +107.9% |
| 5Y | +163.7% | +28.3% | +135.4% | +115.6% |
| All | +677.4% | +315.4% | +362.0% | +417.6% |
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