+107.3%
HBAN vs MOD
+920.5%
-813.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | +0.2% |
| 7D | -0.1% | -17.8% | +17.7% | +3.6% |
| 30D | +3.4% | -43.2% | +46.6% | +16.6% |
| 3M | -9.1% | -46.0% | +36.9% | +3.1% |
| 6M | +0.1% | -62.2% | +62.4% | +21.2% |
| YTD | -6.0% | -22.8% | +16.8% | -7.4% |
| 1Y | +4.0% | -35.5% | +39.5% | +6.2% |
| 3Y | +74.5% | +128.2% | -53.8% | +12.3% |
| 5Y | +24.3% | +791.6% | -767.3% | -50.4% |
| 10Y | +107.3% | +886.3% | -779.0% | -33.4% |
| All | +107.3% | +920.5% | -813.2% | -33.4% |
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 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