-14.9%
HAL vs MOD
+1,079.7%
-1,094.5%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +27.9% | -24.7% | -3.4% |
| 7D | +6.1% | +40.4% | -34.3% | -2.9% |
| 30D | +2.9% | -14.0% | +16.9% | +4.7% |
| 3M | +3.3% | -33.3% | +36.7% | +10.7% |
| 6M | -16.9% | -51.4% | +34.5% | -6.0% |
| YTD | +21.2% | +1.6% | +19.6% | +10.4% |
| 1Y | +27.5% | +5.4% | +22.2% | +14.1% |
| 3Y | -6.4% | +191.0% | -197.4% | -44.4% |
| 5Y | +58.0% | +1,093.1% | -1,035.1% | -44.7% |
| All | -14.9% | +1,079.7% | -1,094.5% | -73.2% |
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