+127.8%
HSY vs AVAV
+358.8%
-231.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.7% | +3.0% | +0.3% |
| 7D | +3.8% | 0.0% | +3.9% | +3.8% |
| 30D | +6.9% | -9.9% | +16.8% | +7.1% |
| 3M | -4.1% | -34.7% | +30.6% | -3.0% |
| 6M | -5.0% | -26.6% | +21.6% | -4.5% |
| YTD | -2.3% | -48.9% | +46.7% | -1.1% |
| 1Y | +6.1% | -63.0% | +69.1% | +8.7% |
| 3Y | -0.7% | +1.6% | -2.2% | -4.9% |
| 5Y | +9.9% | +34.5% | -24.6% | +1.9% |
| 10Y | +127.8% | +359.3% | -231.5% | +91.3% |
| All | +127.8% | +358.8% | -231.0% | +91.3% |
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