-10.6%
HSY vs MOH
-36.3%
+25.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.0% | -2.6% | -0.7% |
| 7D | +0.1% | +1.7% | -1.6% | 0.0% |
| 30D | -5.2% | -0.9% | -4.3% | -5.2% |
| 3M | -3.4% | +5.7% | -9.1% | -3.7% |
| 6M | -19.2% | +39.1% | -58.3% | -20.7% |
| YTD | -2.6% | +17.7% | -20.3% | -4.0% |
| 1Y | -3.8% | +8.4% | -12.2% | -4.9% |
| 3Y | -10.6% | -36.6% | +25.9% | -9.8% |
| All | -10.6% | -36.3% | +25.6% | -9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 3y: compounded portfolio wealth divided by compounded MOH 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…
3y analysis · Full analysis span regression · 6 months rolling