+5.8%
HD vs MOD
+748.9%
-743.2%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.7% | -7.6% | -2.4% |
| 7D | +4.3% | -25.5% | +29.9% | +6.7% |
| 30D | +20.2% | -49.0% | +69.2% | +27.6% |
| 3M | -1.0% | -49.8% | +48.8% | +4.9% |
| 6M | +7.9% | -64.8% | +72.7% | +17.8% |
| YTD | +2.0% | -27.6% | +29.6% | +1.2% |
| 1Y | -4.3% | -35.2% | +30.9% | -4.3% |
| 3Y | +25.9% | +137.1% | -111.2% | -3.2% |
| All | +5.8% | +748.9% | -743.2% | -37.0% |
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 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