+120.0%
HSY vs ACGL
+332.3%
-212.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.8% | -3.4% | -2.8% |
| 7D | +1.3% | -1.1% | +2.4% | +1.6% |
| 30D | +6.6% | +13.1% | -6.5% | +2.9% |
| 3M | -4.1% | +9.8% | -13.9% | -6.7% |
| 6M | -5.2% | +15.3% | -20.5% | -9.1% |
| YTD | -2.5% | +12.7% | -15.3% | -6.1% |
| 1Y | +4.7% | +20.7% | -16.0% | -1.0% |
| 3Y | +0.6% | +34.3% | -33.7% | -9.6% |
| 5Y | +11.7% | +170.6% | -158.9% | -21.9% |
| 10Y | +120.0% | +330.6% | -210.6% | +41.4% |
| All | +120.0% | +332.3% | -212.4% | +41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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