+125.0%
HSY vs AVAV
+516.1%
-391.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.9% | -2.8% | 0.0% |
| 7D | -1.6% | +3.2% | -4.7% | -1.6% |
| 30D | -4.2% | -20.3% | +16.1% | -3.6% |
| 3M | -0.7% | -19.4% | +18.7% | -0.2% |
| 6M | -21.8% | -35.3% | +13.5% | -21.0% |
| YTD | -2.7% | -38.5% | +35.8% | -1.9% |
| 1Y | -4.8% | -37.2% | +32.4% | -4.4% |
| 3Y | -9.4% | +31.1% | -40.5% | -14.0% |
| 5Y | +11.3% | +41.0% | -29.8% | +3.7% |
| 10Y | +125.0% | +508.8% | -383.7% | +83.1% |
| All | +125.0% | +516.1% | -391.0% | +83.1% |
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