+456.4%
HSY vs AVAV
+351.0%
+105.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +10.5% | -10.1% | -0.2% |
| 7D | +7.5% | -10.6% | +18.1% | +8.1% |
| 30D | +11.1% | -18.8% | +29.9% | +12.2% |
| 3M | -1.9% | -34.1% | +32.2% | +0.2% |
| 6M | -3.0% | -35.3% | +32.4% | -1.3% |
| YTD | 0.0% | -53.4% | +53.4% | +2.9% |
| 1Y | +9.4% | -65.6% | +75.1% | +14.8% |
| 3Y | +3.8% | -5.1% | +8.8% | -1.9% |
| 5Y | +15.2% | +18.5% | -3.4% | +4.3% |
| 10Y | +126.9% | +369.8% | -243.0% | +68.5% |
| All | +456.4% | +351.0% | +105.3% | +275.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling