+650.3%
HCA vs MOD
+1,079.7%
-429.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +27.9% | -28.2% | -3.9% |
| 7D | +0.8% | +40.4% | -39.6% | -4.1% |
| 30D | +6.1% | -14.0% | +20.1% | +6.9% |
| 3M | +21.4% | -33.3% | +54.8% | +26.2% |
| 6M | +17.2% | -51.4% | +68.6% | +25.6% |
| YTD | +7.5% | +1.6% | +5.9% | +0.7% |
| 1Y | +6.2% | +5.4% | +0.8% | -1.7% |
| 3Y | +122.0% | +191.0% | -69.0% | +51.8% |
| 5Y | +112.2% | +1,093.1% | -981.0% | -1.1% |
| All | +650.3% | +1,079.7% | -429.4% | +179.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling