+2,127.5%
HSY vs ACGL
+4,943.5%
-2,816.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.8% | -1.8% |
| 7D | -2.3% | -1.2% | -1.1% | -2.2% |
| 30D | +6.3% | +12.8% | -6.5% | +4.3% |
| 3M | -5.2% | +12.3% | -17.5% | -6.9% |
| 6M | -8.3% | +15.8% | -24.1% | -10.4% |
| YTD | -2.7% | +13.9% | -16.5% | -4.8% |
| 1Y | +0.1% | +19.0% | -18.9% | -2.7% |
| 3Y | -1.0% | +33.7% | -34.7% | -6.4% |
| 5Y | +10.6% | +173.4% | -162.8% | -7.4% |
| 10Y | +127.0% | +324.9% | -197.9% | +76.2% |
| All | +2,127.5% | +4,943.5% | -2,816.1% | +1,442.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling