+242.6%
HL vs MOD
+1,504.3%
-1,261.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.8% |
| 7D | +7.1% | +6.3% | +0.7% | +5.8% |
| 30D | +21.4% | -1.7% | +23.1% | +21.6% |
| 3M | +37.4% | -30.1% | +67.5% | +45.7% |
| 6M | +0.4% | +2.7% | -2.3% | -0.7% |
| YTD | +6.7% | +44.1% | -37.4% | -1.1% |
| 1Y | +102.4% | +38.7% | +63.6% | +88.4% |
| 3Y | +417.4% | +309.8% | +107.6% | +281.5% |
| 5Y | +243.3% | +1,569.7% | -1,326.4% | +95.6% |
| 10Y | +242.6% | +1,520.5% | -1,277.9% | +96.2% |
| All | +242.6% | +1,504.3% | -1,261.7% | +96.2% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling