+15.6%
HSY vs ACM
-2.7%
+18.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.3% | +0.4% |
| 7D | +7.5% | +5.4% | +2.2% | +6.8% |
| 30D | +11.1% | +15.1% | -4.1% | +9.1% |
| 3M | -1.9% | -10.5% | +8.5% | -0.9% |
| 6M | -3.0% | -19.7% | +16.7% | -0.8% |
| YTD | 0.0% | -28.8% | +28.9% | +3.8% |
| 1Y | +9.4% | -47.9% | +57.3% | +18.7% |
| 3Y | +3.8% | -12.4% | +16.1% | +1.6% |
| All | +15.6% | -2.7% | +18.3% | +9.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling