+7.8%
HD vs MOD
+720.4%
-712.6%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -7.3% | +5.7% | -0.9% |
| 7D | +6.4% | -34.2% | +40.5% | +10.1% |
| 30D | +22.1% | -51.9% | +73.9% | +30.3% |
| 3M | -0.2% | -53.0% | +52.9% | +6.5% |
| 6M | +12.6% | -66.4% | +79.0% | +23.4% |
| YTD | +3.9% | -31.5% | +35.5% | +3.6% |
| 1Y | -3.7% | -39.6% | +35.8% | -3.1% |
| 3Y | +27.9% | +116.8% | -89.0% | -0.7% |
| 5Y | +7.8% | +713.8% | -706.0% | -35.6% |
| All | +7.8% | +720.4% | -712.6% | -35.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling