+257.9%
HD vs MOD
+1,005.7%
-747.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +9.9% | -7.0% | +1.8% |
| 7D | +3.6% | -13.9% | +17.5% | +4.8% |
| 30D | +21.6% | -41.5% | +63.1% | +28.4% |
| 3M | +0.1% | -45.7% | +45.8% | +6.3% |
| 6M | +13.0% | -61.1% | +74.1% | +23.7% |
| YTD | +4.9% | -20.5% | +25.4% | +3.6% |
| 1Y | -2.1% | -32.1% | +30.1% | -1.9% |
| 3Y | +32.6% | +146.5% | -113.9% | +4.3% |
| 5Y | +8.2% | +812.7% | -804.5% | -32.6% |
| 10Y | +257.9% | +966.8% | -708.9% | +105.0% |
| All | +257.9% | +1,005.7% | -747.8% | +105.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling