+490.2%
HCA vs MOD
+1,465.6%
-975.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.6% | +3.5% | +0.4% |
| 7D | +2.9% | -3.9% | +6.9% | +3.5% |
| 30D | +2.4% | -9.6% | +12.0% | +3.7% |
| 3M | +13.0% | -30.6% | +43.6% | +17.7% |
| 6M | -21.4% | -10.9% | -10.4% | -22.1% |
| YTD | -9.5% | +34.3% | -43.7% | -16.8% |
| 1Y | +7.5% | +18.3% | -10.8% | -0.3% |
| 3Y | +57.6% | +281.9% | -224.3% | +6.1% |
| 5Y | +71.1% | +1,486.4% | -1,415.3% | -20.4% |
| All | +490.2% | +1,465.6% | -975.4% | +133.1% |
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