+739.8%
HBAN vs MOD
+1,810.3%
-1,070.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +9.9% | -7.0% | +0.1% |
| 7D | -0.6% | -13.9% | +13.4% | +2.5% |
| 30D | +3.9% | -41.5% | +45.5% | +18.9% |
| 3M | -8.4% | -45.7% | +37.3% | +6.2% |
| 6M | +0.6% | -61.1% | +61.8% | +25.0% |
| YTD | -5.5% | -20.5% | +14.9% | -7.4% |
| 1Y | +5.4% | -32.1% | +37.5% | +6.8% |
| 3Y | +76.7% | +146.5% | -69.7% | +8.0% |
| 5Y | +25.1% | +812.7% | -787.6% | -52.6% |
| 10Y | +121.5% | +966.8% | -845.3% | -34.4% |
| All | +739.8% | +1,810.3% | -1,070.5% | +84.0% |
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