+9.0%
HCA vs MOD
-33.0%
+42.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -21.4% | +31.8% | +8.8% |
| 7D | +10.2% | -31.3% | +41.6% | +8.2% |
| 30D | +17.4% | -46.1% | +63.5% | +14.4% |
| 3M | +27.7% | -51.1% | +78.8% | +24.1% |
| 6M | +20.0% | -62.1% | +82.1% | +15.9% |
| YTD | +10.0% | -26.2% | +36.2% | +6.9% |
| 1Y | +9.0% | -32.6% | +41.6% | +5.4% |
| All | +9.0% | -33.0% | +42.0% | +5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling