+2,125.7%
HSY vs ACGL
+4,429.2%
-2,303.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.7% |
| 3M | -4.5% | +11.0% | -15.5% | -6.1% |
| 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% | -4.9% |
| 3Y | -11.5% | +34.0% | -45.4% | -16.3% |
| 5Y | +10.3% | +161.6% | -151.3% | -7.0% |
| 10Y | +122.1% | +278.6% | -156.5% | +75.5% |
| All | +2,125.7% | +4,429.2% | -2,303.5% | +1,468.5% |
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 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