+100.8%
HBAN vs MOD
+1,079.7%
-978.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +27.9% | -27.3% | -5.9% |
| 7D | +2.3% | +40.4% | -38.2% | -6.5% |
| 30D | +4.8% | -14.0% | +18.8% | +6.3% |
| 3M | -10.1% | -33.3% | +23.2% | -3.8% |
| 6M | +5.0% | -51.4% | +56.4% | +18.9% |
| YTD | -6.1% | +1.6% | -7.7% | -14.1% |
| 1Y | +4.6% | +5.4% | -0.8% | -6.0% |
| 3Y | +74.9% | +191.0% | -116.1% | +5.5% |
| 5Y | +21.4% | +1,093.1% | -1,071.7% | -55.3% |
| All | +100.8% | +1,079.7% | -978.8% | -40.1% |
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