+131.1%
HSY vs AVAV
+360.4%
-229.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.4% |
| 7D | +1.1% | +9.9% | -8.8% | +0.8% |
| 30D | +7.7% | -5.4% | +13.1% | +7.7% |
| 3M | -2.3% | -36.5% | +34.2% | -1.1% |
| 6M | -5.3% | -25.3% | +20.0% | -4.9% |
| YTD | -0.9% | -48.6% | +47.7% | +0.3% |
| 1Y | +5.2% | -62.1% | +67.3% | +7.7% |
| 3Y | +0.7% | +2.3% | -1.6% | -3.6% |
| 5Y | +12.2% | +35.4% | -23.2% | +4.0% |
| 10Y | +131.1% | +345.1% | -214.0% | +93.8% |
| All | +131.1% | +360.4% | -229.3% | +93.8% |
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