-3.0%
HSY vs ACGL
+13.9%
-16.9%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.0% | +3.3% | +2.2% |
| 7D | +7.5% | +0.9% | +6.7% | +6.9% |
| 30D | +11.1% | +13.7% | -2.7% | +3.6% |
| 3M | -1.9% | +8.0% | -10.0% | -6.2% |
| 6M | -3.0% | +13.3% | -16.3% | -11.1% |
| All | -3.0% | +13.9% | -16.9% | -11.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling