+2,053.4%
HCA vs MOD
+570.0%
+1,483.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +5.7% | -8.2% | -3.3% |
| 7D | +4.6% | -25.5% | +30.2% | +8.4% |
| 30D | +12.7% | -49.0% | +61.7% | +23.3% |
| 3M | +21.3% | -49.8% | +71.1% | +32.3% |
| 6M | +15.7% | -64.8% | +80.5% | +31.3% |
| YTD | +6.6% | -27.6% | +34.2% | +5.3% |
| 1Y | +5.7% | -35.2% | +40.9% | +5.5% |
| 3Y | +119.2% | +137.1% | -17.9% | +54.2% |
| 5Y | +107.9% | +760.3% | -652.4% | +4.4% |
| 10Y | +610.7% | +938.8% | -328.1% | +184.7% |
| All | +2,053.4% | +570.0% | +1,483.5% | +807.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling