-1.9%
HD vs MOD
-33.9%
+32.0%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +9.9% | -7.0% | +2.9% |
| 7D | +3.6% | -13.9% | +17.5% | +3.5% |
| 30D | +21.6% | -41.5% | +63.1% | +22.9% |
| 3M | +0.1% | -45.7% | +45.8% | +1.5% |
| 6M | +13.0% | -61.1% | +74.1% | +16.0% |
| YTD | +4.9% | -20.5% | +25.4% | +4.1% |
| All | -1.9% | -33.9% | +32.0% | -2.6% |
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