+441.0%
HSY vs AVAV
+478.6%
-37.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -1.0% |
| 7D | -3.3% | -2.2% | -1.1% | -3.2% |
| 30D | -2.8% | -13.9% | +11.1% | -2.0% |
| 3M | -4.5% | -29.2% | +24.7% | -2.9% |
| 6M | -24.2% | -36.1% | +11.9% | -22.8% |
| YTD | -2.7% | -40.2% | +37.5% | -1.2% |
| 1Y | -3.7% | -36.2% | +32.5% | -3.1% |
| 3Y | -11.5% | +47.5% | -59.0% | -18.8% |
| 5Y | +10.3% | +39.3% | -28.9% | -0.5% |
| 10Y | +122.1% | +482.6% | -360.4% | +63.5% |
| All | +441.0% | +478.6% | -37.6% | +260.4% |
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