+1,544.7%
MOD vs HSY
+4,513.9%
-2,969.2%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +1.7% | -9.0% | -7.7% |
| 7D | -34.2% | +10.7% | -44.9% | -36.3% |
| 30D | -51.9% | +10.3% | -62.2% | -53.5% |
| 3M | -53.0% | -0.4% | -52.6% | -53.5% |
| 6M | -66.4% | -2.5% | -63.8% | -66.9% |
| YTD | -31.5% | -0.3% | -31.2% | -33.3% |
| 1Y | -39.6% | +7.6% | -47.2% | -42.4% |
| 3Y | +116.8% | +3.2% | +113.6% | +100.9% |
| 5Y | +713.8% | +14.7% | +699.1% | +615.9% |
| 10Y | +882.7% | +126.0% | +756.7% | +566.4% |
| All | +1,544.7% | +4,513.9% | -2,969.2% | +493.0% |
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 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