+25.9%
HD vs MOD
+129.2%
-103.3%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.7% | -7.6% | -2.2% |
| 7D | +4.3% | -25.5% | +29.9% | +5.9% |
| 30D | +20.2% | -49.0% | +69.2% | +25.3% |
| 3M | -1.0% | -49.8% | +48.8% | +3.1% |
| 6M | +7.9% | -64.8% | +72.7% | +15.0% |
| YTD | +2.0% | -27.6% | +29.6% | +1.0% |
| 1Y | -4.3% | -35.2% | +30.9% | -4.6% |
| 3Y | +25.9% | +137.1% | -111.2% | -6.5% |
| All | +25.9% | +129.2% | -103.3% | -6.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling