+2,096.5%
HCA vs MOD
+636.1%
+1,460.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +9.9% | -7.9% | +0.5% |
| 7D | +7.9% | -13.9% | +21.9% | +9.4% |
| 30D | +11.9% | -41.5% | +53.5% | +19.9% |
| 3M | +22.4% | -45.7% | +68.1% | +31.9% |
| 6M | +16.5% | -61.1% | +77.6% | +30.2% |
| YTD | +8.7% | -20.5% | +29.2% | +5.9% |
| 1Y | +6.7% | -32.1% | +38.8% | +5.9% |
| 3Y | +127.0% | +146.5% | -19.5% | +59.3% |
| 5Y | +113.9% | +812.7% | -698.8% | +6.7% |
| 10Y | +656.7% | +966.8% | -310.1% | +203.2% |
| All | +2,096.5% | +636.1% | +1,460.4% | +812.1% |
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