+1,535.8%
MOD vs HSY
+121.4%
+1,414.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.1% | +5.4% | +4.4% |
| 7D | +9.6% | -3.3% | +12.9% | +9.8% |
| 30D | 0.0% | -2.8% | +2.8% | +0.2% |
| 3M | -35.4% | -4.5% | -30.9% | -35.3% |
| 6M | -7.3% | -24.2% | +16.9% | -4.3% |
| YTD | +45.8% | -2.7% | +48.5% | +45.4% |
| 1Y | +43.1% | -3.7% | +46.9% | +42.9% |
| 3Y | +297.7% | -11.5% | +309.1% | +301.3% |
| 5Y | +1,478.8% | +10.3% | +1,468.4% | +1,348.6% |
| All | +1,535.8% | +121.4% | +1,414.4% | +1,223.2% |
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