+6.2%
HCA vs MOD
-6.2%
+12.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +27.9% | -28.2% | +1.4% |
| 7D | +0.8% | +40.4% | -39.6% | +3.2% |
| 30D | +6.1% | -14.0% | +20.1% | +6.2% |
| 3M | +21.4% | -33.3% | +54.8% | +20.7% |
| 6M | +17.2% | -51.4% | +68.6% | +15.8% |
| YTD | +7.5% | +1.6% | +5.9% | +6.3% |
| 1Y | +6.2% | +5.4% | +0.8% | +5.0% |
| All | +6.2% | -6.2% | +12.3% | +5.0% |
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 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