-16.8%
HAL vs MOD
+915.9%
-932.7%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.5% | -0.1% | +2.5% |
| 7D | -0.2% | +8.2% | -8.4% | -2.3% |
| 30D | +1.0% | -38.2% | +39.2% | +11.8% |
| 3M | -2.1% | -46.2% | +44.1% | +11.0% |
| 6M | -17.5% | -62.5% | +45.1% | 0.0% |
| YTD | +18.1% | -20.1% | +38.2% | +14.7% |
| 1Y | +19.7% | -29.7% | +49.4% | +18.9% |
| 3Y | -7.9% | +136.2% | -144.1% | -42.2% |
| 5Y | +53.1% | +820.4% | -767.3% | -42.5% |
| 10Y | -16.8% | +839.8% | -856.6% | -71.9% |
| All | -16.8% | +915.9% | -932.7% | -71.9% |
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