+1,658.7%
HCA vs MOD
+1,249.9%
+408.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.3% | -5.3% | -1.7% |
| 7D | -3.1% | +9.6% | -12.7% | -4.5% |
| 30D | -1.1% | 0.0% | -1.2% | -1.3% |
| 3M | +12.2% | -35.4% | +47.5% | +18.6% |
| 6M | -25.3% | -7.3% | -18.1% | -26.5% |
| YTD | -12.9% | +45.8% | -58.7% | -21.5% |
| 1Y | -0.9% | +43.1% | -44.1% | -11.7% |
| 3Y | +47.6% | +297.7% | -250.0% | -2.0% |
| 5Y | +67.0% | +1,478.8% | -1,411.8% | -22.1% |
| 10Y | +471.4% | +1,633.4% | -1,161.9% | +116.4% |
| All | +1,658.7% | +1,249.9% | +408.8% | +576.5% |
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