+2.6%
AVTR vs HSY
+62.8%
-60.2%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.5% |
| 7D | -2.0% | -0.4% | -1.6% | -1.9% |
| 30D | +8.1% | -3.4% | +11.5% | +9.5% |
| 3M | +54.2% | -0.5% | +54.7% | +53.9% |
| 6M | +82.6% | -19.1% | +101.7% | +97.4% |
| YTD | +29.8% | -2.1% | +31.9% | +27.8% |
| 1Y | +18.0% | -3.2% | +21.2% | +16.9% |
| 3Y | -26.4% | -8.8% | -17.6% | -26.8% |
| 5Y | -64.8% | +13.0% | -77.8% | -71.2% |
| All | +2.6% | +62.8% | -60.2% | -24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HSY.
Daily Out/Under-Performance
Portfolio return minus HSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HSY 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 HSY 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