+789.5%
HBAN vs MOD
+3,565.2%
-2,775.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.3% | -4.5% | -1.4% |
| 7D | +0.7% | +9.6% | -8.9% | -2.0% |
| 30D | -3.2% | 0.0% | -3.3% | -3.6% |
| 3M | +4.0% | -35.4% | +39.3% | +15.4% |
| 6M | +3.1% | -7.3% | +10.4% | +1.1% |
| YTD | 0.0% | +45.8% | -45.8% | -15.5% |
| 1Y | -1.2% | +43.1% | -44.3% | -17.9% |
| 3Y | +72.5% | +297.7% | -225.2% | -6.3% |
| 5Y | +39.3% | +1,478.8% | -1,439.4% | -53.8% |
| 10Y | +157.3% | +1,633.4% | -1,476.1% | -32.1% |
| All | +789.5% | +3,565.2% | -2,775.7% | +67.4% |
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