+3,565.2%
MOD vs HSY
+4,402.6%
-837.4%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.1% | +5.4% | +4.6% |
| 7D | +9.6% | -3.3% | +12.9% | +10.6% |
| 30D | 0.0% | -2.8% | +2.8% | +0.6% |
| 3M | -35.4% | -4.5% | -30.9% | -35.2% |
| 6M | -7.3% | -24.2% | +16.9% | -1.0% |
| YTD | +45.8% | -2.7% | +48.5% | +44.4% |
| 1Y | +43.1% | -3.7% | +46.9% | +41.9% |
| 3Y | +297.7% | -11.5% | +309.1% | +290.4% |
| 5Y | +1,478.8% | +10.3% | +1,468.4% | +1,315.5% |
| 10Y | +1,633.4% | +122.1% | +1,511.3% | +1,089.8% |
| All | +3,565.2% | +4,402.6% | -837.4% | +1,242.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling