+13.0%
HSY vs ACGL
+161.8%
-148.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -0.8% |
| 7D | -3.3% | -0.7% | -2.5% | -3.2% |
| 30D | -2.8% | -1.0% | -1.8% | -2.6% |
| 3M | -4.5% | +11.0% | -15.5% | -6.2% |
| 6M | -24.2% | -0.3% | -23.9% | -24.2% |
| YTD | -2.7% | +2.3% | -5.0% | -3.2% |
| 1Y | -3.7% | +6.4% | -10.1% | -5.0% |
| 3Y | -11.5% | +34.0% | -45.4% | -17.0% |
| All | +13.0% | +161.8% | -148.7% | -12.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling