+906.4%
MOD vs HSY
+125.6%
+780.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.4% | +5.3% | +5.7% |
| 7D | -25.5% | +7.5% | -33.1% | -25.7% |
| 30D | -49.0% | +11.1% | -60.1% | -49.3% |
| 3M | -49.8% | -1.9% | -47.9% | -49.7% |
| 6M | -64.8% | -3.0% | -61.8% | -64.8% |
| YTD | -27.6% | 0.0% | -27.7% | -27.9% |
| 1Y | -35.2% | +9.4% | -44.6% | -36.1% |
| 3Y | +137.1% | +3.8% | +133.4% | +130.3% |
| 5Y | +760.3% | +15.2% | +745.1% | +686.9% |
| All | +906.4% | +125.6% | +780.8% | +680.2% |
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