+128.1%
HSY vs ACM
+124.8%
+3.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.4% | -0.1% |
| 7D | -3.0% | -3.7% | +0.7% | -2.3% |
| 30D | -5.0% | -12.7% | +7.6% | -2.9% |
| 3M | -1.3% | -9.8% | +8.5% | +0.2% |
| 6M | -21.5% | -31.4% | +9.9% | -16.5% |
| YTD | -3.3% | -32.1% | +28.8% | +2.8% |
| 1Y | -5.5% | -47.8% | +42.3% | +5.4% |
| 3Y | -9.9% | -22.1% | +12.1% | -8.5% |
| 5Y | +11.3% | +1.8% | +9.6% | +5.5% |
| 10Y | +128.1% | +132.5% | -4.5% | +77.3% |
| All | +128.1% | +124.8% | +3.3% | +77.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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