+12.0%
HSY vs MOH
-19.7%
+31.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.0% | -2.6% | -0.8% |
| 7D | +0.1% | +1.7% | -1.6% | -0.1% |
| 30D | -5.2% | -0.9% | -4.3% | -5.1% |
| 3M | -3.4% | +5.7% | -9.1% | -4.1% |
| 6M | -19.2% | +39.1% | -58.3% | -21.9% |
| YTD | -2.6% | +17.7% | -20.3% | -5.2% |
| 1Y | -3.8% | +8.4% | -12.2% | -5.7% |
| 3Y | -10.6% | -36.6% | +25.9% | -8.3% |
| All | +12.0% | -19.7% | +31.7% | +6.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling