+34,486.1%
HD vs MOD
+1,673.7%
+32,812.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -21.4% | +28.0% | +10.1% |
| 7D | +11.9% | -31.3% | +43.3% | +18.2% |
| 30D | +26.4% | -46.1% | +72.5% | +38.5% |
| 3M | +2.8% | -51.1% | +54.0% | +14.0% |
| 6M | +15.5% | -62.1% | +77.5% | +31.5% |
| YTD | +5.5% | -26.2% | +31.7% | +5.5% |
| 1Y | -4.6% | -32.6% | +28.0% | -3.9% |
| 3Y | +29.9% | +133.8% | -104.0% | -2.8% |
| 5Y | +8.4% | +792.8% | -784.3% | -39.6% |
| 10Y | +275.2% | +959.8% | -684.6% | +74.0% |
| All | +34,486.1% | +1,673.7% | +32,812.4% | +9,936.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling