+127.2%
HSY vs ACWI
+227.2%
-100.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.3% | +0.9% |
| 7D | +1.1% | -0.7% | +1.8% | +1.3% |
| 30D | +7.7% | -2.0% | +9.7% | +8.4% |
| 3M | -2.3% | -2.2% | -0.1% | -1.6% |
| 6M | -5.3% | +1.9% | -7.2% | -6.6% |
| YTD | -0.9% | +12.0% | -12.9% | -6.7% |
| 1Y | +5.2% | +12.5% | -7.3% | -1.2% |
| 3Y | +0.7% | +75.4% | -74.7% | -25.3% |
| 5Y | +12.2% | +61.5% | -49.3% | -13.6% |
| All | +127.2% | +227.2% | -100.0% | +9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 10y: compounded portfolio wealth divided by compounded ACWI 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…
10y analysis · Full analysis span regression · 6 months rolling