-2.6%
HD vs MOD
-6.2%
+3.6%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +27.9% | -27.7% | +0.1% |
| 7D | +1.5% | +40.4% | -38.9% | +1.5% |
| 30D | +18.0% | -14.0% | +32.0% | +18.6% |
| 3M | +2.8% | -33.3% | +36.1% | +4.4% |
| 6M | +17.0% | -51.4% | +68.4% | +20.4% |
| YTD | +3.5% | +1.6% | +1.9% | +2.8% |
| 1Y | -2.6% | +5.4% | -8.0% | -3.4% |
| All | -2.6% | -6.2% | +3.6% | -3.4% |
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