+108.4%
HCA vs MOD
+748.9%
-640.5%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +5.7% | -8.2% | -2.7% |
| 7D | +4.6% | -25.5% | +30.2% | +5.9% |
| 30D | +12.7% | -49.0% | +61.7% | +16.6% |
| 3M | +21.3% | -49.8% | +71.1% | +25.3% |
| 6M | +15.7% | -64.8% | +80.5% | +21.6% |
| YTD | +6.6% | -27.6% | +34.2% | +4.7% |
| 1Y | +5.7% | -35.2% | +40.9% | +4.4% |
| 3Y | +119.2% | +137.1% | -17.9% | +66.0% |
| All | +108.4% | +748.9% | -640.5% | +16.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling