+2.9%
HAL vs MOD
+1,642.7%
-1,639.8%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.3% | -4.9% | -1.6% |
| 7D | +2.9% | +9.6% | -6.7% | +0.6% |
| 30D | +17.0% | 0.0% | +17.0% | +16.6% |
| 3M | -9.7% | -35.4% | +25.7% | -1.3% |
| 6M | +8.6% | -7.3% | +15.9% | +6.1% |
| YTD | +33.0% | +45.8% | -12.8% | +14.1% |
| 1Y | +68.3% | +43.1% | +25.2% | +42.2% |
| 3Y | +0.1% | +297.7% | -297.6% | -43.6% |
| 5Y | +102.6% | +1,478.8% | -1,376.1% | -30.8% |
| All | +2.9% | +1,642.7% | -1,639.8% | -71.3% |
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