-2.5%
HAL vs MOD
+300.6%
-303.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.3% | -4.9% | -1.1% |
| 7D | +2.9% | +9.6% | -6.7% | +1.7% |
| 30D | +17.0% | 0.0% | +17.0% | +16.8% |
| 3M | -9.7% | -35.4% | +25.7% | -5.1% |
| 6M | +8.6% | -7.3% | +15.9% | +7.2% |
| YTD | +33.0% | +45.8% | -12.8% | +21.7% |
| 1Y | +68.3% | +43.1% | +25.2% | +52.4% |
| All | -2.5% | +300.6% | -303.1% | -19.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling