+75.2%
AJG vs HSY
+12.0%
+63.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.1% |
| 7D | -8.3% | +0.1% | -8.4% | -8.3% |
| 30D | -5.7% | -5.2% | -0.5% | -4.4% |
| 3M | +9.1% | -3.4% | +12.5% | +10.0% |
| 6M | +15.2% | -19.2% | +34.4% | +20.8% |
| YTD | -6.3% | -2.6% | -3.7% | -6.7% |
| 1Y | -19.1% | -3.8% | -15.3% | -19.3% |
| 3Y | +8.2% | -10.6% | +18.9% | +10.3% |
| All | +75.2% | +12.0% | +63.2% | +63.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling