+432.5%
HSY vs ACM
+230.8%
+201.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | -3.3% | -3.7% | +0.4% | -2.7% |
| 30D | -2.8% | -11.1% | +8.3% | -1.1% |
| 3M | -4.5% | -8.0% | +3.5% | -3.4% |
| 6M | -24.2% | -29.7% | +5.4% | -20.1% |
| YTD | -2.7% | -29.4% | +26.6% | +2.3% |
| 1Y | -3.7% | -46.4% | +42.7% | +5.9% |
| 3Y | -11.5% | -22.3% | +10.9% | -9.7% |
| 5Y | +10.3% | +4.5% | +5.9% | +5.7% |
| 10Y | +122.1% | +127.6% | -5.5% | +78.3% |
| All | +432.5% | +230.8% | +201.8% | +251.9% |
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