+123.3%
HSY vs ACGL
+337.7%
-214.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.0% | +3.3% | +1.2% |
| 7D | +7.5% | +0.9% | +6.7% | +7.3% |
| 30D | +11.1% | +13.7% | -2.7% | +7.1% |
| 3M | -1.9% | +8.0% | -10.0% | -4.1% |
| 6M | -3.0% | +13.3% | -16.3% | -6.4% |
| YTD | 0.0% | +11.8% | -11.8% | -3.4% |
| 1Y | +9.4% | +22.2% | -12.8% | +3.1% |
| 3Y | +3.8% | +32.5% | -28.7% | -6.3% |
| 5Y | +15.2% | +160.2% | -145.0% | -18.4% |
| All | +123.3% | +337.7% | -214.4% | +44.4% |
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