-44.0%
ACHR vs HSY
+31.4%
-75.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +3.0% | +2.3% |
| 7D | -2.3% | +0.1% | -2.4% | -2.3% |
| 30D | -11.3% | -5.2% | -6.1% | -11.8% |
| 3M | +5.3% | -3.4% | +8.7% | +5.1% |
| 6M | -13.2% | -19.2% | +6.0% | -14.5% |
| YTD | -25.8% | -2.6% | -23.2% | -25.5% |
| 1Y | -34.3% | -3.8% | -30.5% | -34.0% |
| 3Y | -19.9% | -10.6% | -9.3% | -20.2% |
| 5Y | -42.7% | +12.3% | -54.9% | -47.0% |
| All | -44.0% | +31.4% | -75.4% | -52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HSY.
Daily Out/Under-Performance
Portfolio return minus HSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HSY 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 HSY 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