+595.7%
HAL vs MOD
+3,565.2%
-2,969.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.3% | -4.9% | -1.6% |
| 7D | +2.9% | +9.6% | -6.7% | +0.7% |
| 30D | +17.0% | 0.0% | +17.0% | +16.6% |
| 3M | -9.7% | -35.4% | +25.7% | -1.7% |
| 6M | +8.6% | -7.3% | +15.9% | +6.5% |
| YTD | +33.0% | +45.8% | -12.8% | +15.9% |
| 1Y | +68.3% | +43.1% | +25.2% | +44.8% |
| 3Y | +0.1% | +297.7% | -297.6% | -38.5% |
| 5Y | +102.6% | +1,478.8% | -1,376.1% | -16.0% |
| 10Y | +3.8% | +1,633.4% | -1,629.6% | -62.8% |
| All | +595.7% | +3,565.2% | -2,969.5% | +73.4% |
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