+886.3%
MOD vs HSY
+121.1%
+765.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.3% | -3.2% | -2.9% |
| 7D | -17.8% | +3.8% | -21.7% | -18.0% |
| 30D | -43.2% | +6.9% | -50.1% | -43.5% |
| 3M | -46.0% | -4.1% | -42.0% | -45.9% |
| 6M | -62.2% | -5.0% | -57.3% | -62.3% |
| YTD | -22.8% | -2.3% | -20.5% | -23.0% |
| 1Y | -35.5% | +6.1% | -41.6% | -36.4% |
| 3Y | +128.2% | -0.7% | +128.9% | +122.8% |
| 5Y | +791.6% | +9.9% | +781.7% | +720.2% |
| 10Y | +886.3% | +127.8% | +758.5% | +533.4% |
| All | +886.3% | +121.1% | +765.2% | +533.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HSY.
Daily Out/Under-Performance
Portfolio return minus HSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HSY 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 HSY 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