+248.1%
HD vs MOD
+822.6%
-574.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.3% | -0.8% |
| 7D | -0.5% | +16.1% | -16.6% | -2.2% |
| 30D | +18.5% | -38.5% | +57.0% | +24.4% |
| 3M | +2.2% | -46.8% | +49.0% | +8.8% |
| 6M | +13.8% | -61.6% | +75.4% | +24.9% |
| YTD | +3.4% | -20.5% | +23.9% | +2.1% |
| 1Y | -3.5% | -28.0% | +24.5% | -4.1% |
| 3Y | +29.0% | +134.9% | -105.9% | +2.2% |
| 5Y | +6.1% | +833.2% | -827.1% | -34.2% |
| All | +248.1% | +822.6% | -574.5% | +100.0% |
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