-9.4%
HSY vs ACM
-19.8%
+10.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.1% |
| 7D | -1.6% | -0.3% | -1.3% | -1.5% |
| 30D | -4.2% | -12.9% | +8.7% | -3.3% |
| 3M | -0.7% | -6.4% | +5.7% | -0.4% |
| 6M | -21.8% | -29.2% | +7.4% | -19.7% |
| YTD | -2.7% | -29.9% | +27.3% | -0.1% |
| 1Y | -4.8% | -47.3% | +42.4% | +0.1% |
| 3Y | -9.4% | -19.6% | +10.3% | -11.3% |
| All | -9.4% | -19.8% | +10.4% | -11.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling