+630.8%
HLT vs AVAV
+430.0%
+200.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.9% | -5.0% | -2.5% |
| 7D | -2.4% | +3.2% | -5.6% | -2.8% |
| 30D | -4.1% | -20.3% | +16.2% | -1.3% |
| 3M | -10.6% | -19.4% | +8.9% | -9.0% |
| 6M | +2.0% | -35.3% | +37.3% | +6.3% |
| YTD | +6.1% | -38.5% | +44.6% | +9.7% |
| 1Y | +9.8% | -37.2% | +47.0% | +11.8% |
| 3Y | +99.0% | +31.1% | +67.9% | +70.9% |
| 5Y | +151.5% | +41.0% | +110.5% | +104.2% |
| 10Y | +561.1% | +508.8% | +52.4% | +283.1% |
| All | +630.8% | +430.0% | +200.8% | +322.0% |
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