+716.1%
HBAN vs MOD
+1,638.7%
-922.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.7% | -6.6% | -2.5% |
| 7D | -2.0% | -25.5% | +23.6% | +5.4% |
| 30D | +2.0% | -49.0% | +51.0% | +21.4% |
| 3M | -10.0% | -49.8% | +39.8% | +6.7% |
| 6M | -5.3% | -64.8% | +59.5% | +21.1% |
| YTD | -8.2% | -27.6% | +19.4% | -7.5% |
| 1Y | +4.2% | -35.2% | +39.4% | +7.0% |
| 3Y | +66.7% | +137.1% | -70.5% | +2.9% |
| 5Y | +21.7% | +760.3% | -738.5% | -53.1% |
| 10Y | +131.2% | +938.8% | -807.7% | -31.1% |
| All | +716.1% | +1,638.7% | -922.6% | +83.8% |
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 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