+839.8%
MOD vs HSY
+131.3%
+708.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.4% | +2.1% | +3.5% |
| 7D | +8.2% | +1.1% | +7.1% | +8.2% |
| 30D | -38.2% | +7.7% | -45.8% | -38.4% |
| 3M | -46.2% | -2.3% | -43.9% | -46.1% |
| 6M | -62.5% | -5.3% | -57.2% | -62.5% |
| YTD | -20.1% | -0.9% | -19.2% | -20.4% |
| 1Y | -29.7% | +5.2% | -34.9% | -30.5% |
| 3Y | +136.2% | +0.7% | +135.5% | +130.5% |
| 5Y | +820.4% | +12.2% | +808.2% | +744.4% |
| 10Y | +839.8% | +131.1% | +708.7% | +499.0% |
| All | +839.8% | +131.3% | +708.6% | +499.0% |
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