+59.2%
HAL vs MOD
+1,086.9%
-1,027.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +27.9% | -24.7% | -1.0% |
| 7D | +6.1% | +40.4% | -34.3% | +0.4% |
| 30D | +2.9% | -14.0% | +16.9% | +4.1% |
| 3M | +3.3% | -33.3% | +36.7% | +8.0% |
| 6M | -16.9% | -51.4% | +34.5% | -9.9% |
| YTD | +21.2% | +1.6% | +19.6% | +13.8% |
| 1Y | +27.5% | +5.4% | +22.2% | +18.3% |
| 3Y | -6.4% | +191.0% | -197.4% | -33.2% |
| All | +59.2% | +1,086.9% | -1,027.7% | -7.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling