-19.1%
HAL vs MOD
+1,005.7%
-1,024.8%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +9.9% | -9.7% | -2.2% |
| 7D | -7.9% | -13.9% | +6.0% | -5.3% |
| 30D | -2.1% | -41.5% | +39.5% | +9.8% |
| 3M | +0.4% | -45.7% | +46.2% | +13.6% |
| 6M | -19.2% | -61.1% | +41.9% | -3.2% |
| YTD | +14.4% | -20.5% | +34.9% | +11.2% |
| 1Y | +18.0% | -32.1% | +50.1% | +18.2% |
| 3Y | -9.7% | +146.5% | -156.2% | -44.0% |
| 5Y | +40.1% | +812.7% | -772.6% | -46.9% |
| 10Y | -19.1% | +966.8% | -985.9% | -71.6% |
| All | -19.1% | +1,005.7% | -1,024.8% | -71.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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