+124.4%
HSY vs ACM
+132.6%
-8.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.5% |
| 7D | -2.1% | +5.6% | -7.8% | -3.2% |
| 30D | +6.1% | +20.8% | -14.7% | +2.4% |
| 3M | -5.6% | +11.4% | -17.0% | -7.7% |
| 6M | -9.5% | +0.9% | -10.5% | -10.2% |
| YTD | -2.1% | -24.8% | +22.7% | +2.2% |
| 1Y | +0.8% | -46.4% | +47.2% | +12.3% |
| 3Y | -2.1% | -9.2% | +7.1% | -3.6% |
| 5Y | +11.2% | +5.0% | +6.3% | +4.8% |
| All | +124.4% | +132.6% | -8.2% | +72.6% |
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