+435.0%
HSY vs ACM
+252.7%
+182.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.2% |
| 7D | +3.8% | +6.6% | -2.8% | +2.7% |
| 30D | +6.9% | +19.8% | -12.9% | +3.6% |
| 3M | -4.1% | -3.1% | -0.9% | -3.9% |
| 6M | -5.0% | -11.5% | +6.5% | -3.7% |
| YTD | -2.3% | -24.7% | +22.4% | +1.5% |
| 1Y | +6.1% | -45.1% | +51.1% | +16.2% |
| 3Y | -0.7% | -8.9% | +8.2% | -1.5% |
| 5Y | +9.9% | +5.4% | +4.5% | +5.2% |
| 10Y | +127.8% | +131.1% | -3.3% | +82.4% |
| All | +435.0% | +252.7% | +182.3% | +249.2% |
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