+447.7%
HSY vs ACM
+233.3%
+214.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.3% | +0.4% |
| 7D | +7.5% | +5.4% | +2.2% | +6.6% |
| 30D | +11.1% | +15.1% | -4.1% | +8.4% |
| 3M | -1.9% | -10.5% | +8.5% | -0.4% |
| 6M | -3.0% | -19.7% | +16.7% | +0.1% |
| YTD | 0.0% | -28.8% | +28.9% | +5.0% |
| 1Y | +9.4% | -47.9% | +57.3% | +20.9% |
| 3Y | +3.8% | -12.4% | +16.1% | +3.6% |
| 5Y | +15.2% | +0.6% | +14.6% | +11.2% |
| 10Y | +126.9% | +161.3% | -34.4% | +77.9% |
| All | +447.7% | +233.3% | +214.4% | +261.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling