+81.0%
HBAN vs MOD
+331.6%
-250.6%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.3% | -4.5% | -0.8% |
| 7D | +0.7% | +9.6% | -8.9% | -0.8% |
| 30D | -3.2% | 0.0% | -3.3% | -3.4% |
| 3M | +4.0% | -35.4% | +39.3% | +10.3% |
| 6M | +3.1% | -7.3% | +10.4% | +1.9% |
| YTD | 0.0% | +45.8% | -45.8% | -9.2% |
| 1Y | -1.2% | +43.1% | -44.3% | -11.2% |
| All | +81.0% | +331.6% | -250.6% | +18.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling