+966.8%
MOD vs HSY
+122.5%
+844.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -2.6% | +12.5% | +9.9% |
| 7D | -13.9% | +1.3% | -15.2% | -14.0% |
| 30D | -41.5% | +6.6% | -48.1% | -41.8% |
| 3M | -45.7% | -4.1% | -41.6% | -45.6% |
| 6M | -61.1% | -5.2% | -55.9% | -61.1% |
| YTD | -20.5% | -2.5% | -17.9% | -20.7% |
| 1Y | -32.1% | +4.7% | -36.9% | -32.9% |
| 3Y | +146.5% | +0.6% | +145.9% | +139.8% |
| 5Y | +812.7% | +11.7% | +801.0% | +736.1% |
| 10Y | +966.8% | +120.0% | +846.9% | +717.5% |
| All | +966.8% | +122.5% | +844.3% | +717.5% |
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