+37.2%
HBAN vs MOD
+1,517.7%
-1,480.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.4% |
| 7D | +2.1% | +6.3% | -4.3% | +0.8% |
| 30D | -4.5% | -1.7% | -2.8% | -4.4% |
| 3M | +2.6% | -30.1% | +32.7% | +8.6% |
| 6M | +4.7% | +2.7% | +2.0% | +1.1% |
| YTD | -1.5% | +44.1% | -45.6% | -12.5% |
| 1Y | -1.9% | +38.7% | -40.7% | -13.5% |
| 3Y | +75.2% | +309.8% | -234.6% | +6.6% |
| 5Y | +37.2% | +1,569.7% | -1,532.5% | -47.1% |
| All | +37.2% | +1,517.7% | -1,480.6% | -47.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling