-18.6%
HAL vs MOD
+911.6%
-930.2%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.7% | -6.0% | -1.6% |
| 7D | -12.0% | -25.5% | +13.6% | -6.3% |
| 30D | +0.3% | -49.0% | +49.3% | +16.2% |
| 3M | -1.6% | -49.8% | +48.2% | +13.5% |
| 6M | -20.5% | -64.8% | +44.3% | -2.3% |
| YTD | +14.2% | -27.6% | +41.9% | +13.7% |
| 1Y | +18.9% | -35.2% | +54.1% | +20.3% |
| 3Y | -13.7% | +137.1% | -150.9% | -46.1% |
| 5Y | +42.2% | +760.3% | -718.1% | -45.6% |
| All | -18.6% | +911.6% | -930.2% | -70.6% |
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