+120.0%
HSY vs AVAV
+423.1%
-303.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +12.6% | -15.2% | -2.9% |
| 7D | +1.3% | +3.2% | -1.9% | +1.2% |
| 30D | +6.6% | -7.4% | +14.0% | +6.7% |
| 3M | -4.1% | -32.0% | +27.9% | -3.2% |
| 6M | -5.2% | -24.6% | +19.3% | -4.8% |
| YTD | -2.5% | -47.5% | +45.0% | -1.5% |
| 1Y | +4.7% | -61.5% | +66.2% | +7.2% |
| 3Y | +0.6% | +5.5% | -4.9% | -3.9% |
| 5Y | +11.7% | +35.7% | -24.1% | +3.7% |
| 10Y | +120.0% | +379.1% | -259.1% | +85.5% |
| All | +120.0% | +423.1% | -303.1% | +85.5% |
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