+499.1%
HAL vs MOD
+1,544.7%
-1,045.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -7.3% | +4.0% | -1.6% |
| 7D | -11.1% | -34.2% | +23.1% | -2.8% |
| 30D | -2.4% | -51.9% | +49.4% | +14.1% |
| 3M | +0.8% | -53.0% | +53.8% | +17.5% |
| 6M | -22.8% | -66.4% | +43.5% | -4.9% |
| YTD | +14.5% | -31.5% | +46.1% | +16.8% |
| 1Y | +20.2% | -39.6% | +59.7% | +24.9% |
| 3Y | -15.2% | +116.8% | -132.0% | -40.6% |
| 5Y | +42.5% | +713.8% | -671.3% | -32.3% |
| 10Y | -16.5% | +882.7% | -899.2% | -66.3% |
| All | +499.1% | +1,544.7% | -1,045.6% | +75.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling