+646.5%
HSY vs ACWI
+330.0%
+316.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +7.5% | -2.4% | +9.9% | +8.6% |
| 30D | +11.1% | -5.2% | +16.3% | +13.6% |
| 3M | -1.9% | -4.8% | +2.9% | +0.1% |
| 6M | -3.0% | -1.3% | -1.7% | -3.0% |
| YTD | 0.0% | +8.4% | -8.4% | -4.5% |
| 1Y | +9.4% | +11.0% | -1.6% | +3.2% |
| 3Y | +3.8% | +70.6% | -66.8% | -21.5% |
| 5Y | +15.2% | +55.3% | -40.1% | -9.9% |
| 10Y | +126.9% | +223.2% | -96.3% | +20.9% |
| All | +646.5% | +330.0% | +316.5% | +242.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling