+127.8%
HSY vs ACGL
+332.0%
-204.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.7% | 0.0% |
| 7D | +3.8% | +1.3% | +2.6% | +3.4% |
| 30D | +6.9% | +14.2% | -7.3% | +2.9% |
| 3M | -4.1% | +11.1% | -15.2% | -6.9% |
| 6M | -5.0% | +16.4% | -21.3% | -9.1% |
| YTD | -2.3% | +13.8% | -16.1% | -6.1% |
| 1Y | +6.1% | +21.6% | -15.5% | +0.1% |
| 3Y | -0.7% | +33.5% | -34.2% | -10.5% |
| 5Y | +9.9% | +174.8% | -165.0% | -23.6% |
| 10Y | +127.8% | +330.4% | -202.5% | +42.5% |
| All | +127.8% | +332.0% | -204.2% | +42.5% |
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