-4.6%
HD vs MOD
-33.0%
+28.4%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -21.4% | +28.0% | +6.4% |
| 7D | +11.9% | -31.3% | +43.3% | +12.2% |
| 30D | +26.4% | -46.1% | +72.5% | +27.8% |
| 3M | +2.8% | -51.1% | +54.0% | +4.3% |
| 6M | +15.5% | -62.1% | +77.5% | +17.9% |
| YTD | +5.5% | -26.2% | +31.7% | +4.9% |
| 1Y | -4.6% | -32.6% | +28.0% | -5.2% |
| All | -4.6% | -33.0% | +28.4% | -5.2% |
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