+128.1%
HSY vs ACGL
+270.1%
-142.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.1% | -0.7% |
| 7D | -3.0% | -2.1% | -0.8% | -2.4% |
| 30D | -5.0% | -2.2% | -2.9% | -4.5% |
| 3M | -1.3% | +6.3% | -7.6% | -3.0% |
| 6M | -21.5% | +0.5% | -22.0% | -21.8% |
| YTD | -3.3% | +0.2% | -3.5% | -3.6% |
| 1Y | -5.5% | +7.3% | -12.8% | -7.7% |
| 3Y | -9.9% | +30.8% | -40.8% | -18.7% |
| 5Y | +11.3% | +155.8% | -144.4% | -21.3% |
| 10Y | +128.1% | +276.3% | -148.3% | +40.8% |
| All | +128.1% | +270.1% | -142.1% | +40.8% |
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