-3.2%
HCA vs MOD
+40.7%
-43.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.8% |
| 7D | -2.8% | +6.3% | -9.1% | -2.6% |
| 30D | -2.7% | -1.7% | -1.1% | -2.8% |
| 3M | +11.5% | -30.1% | +41.6% | +10.3% |
| 6M | -24.3% | +2.7% | -27.0% | -24.1% |
| YTD | -13.6% | +44.1% | -57.7% | -11.9% |
| 1Y | -3.2% | +38.7% | -41.9% | +0.9% |
| All | -3.2% | +40.7% | -43.9% | +0.9% |
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 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