+246.2%
HL vs MOD
+1,523.5%
-1,277.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.3% | -6.8% | -3.3% |
| 7D | +1.5% | +9.6% | -8.1% | -0.3% |
| 30D | +25.1% | 0.0% | +25.0% | +24.8% |
| 3M | +22.9% | -35.4% | +58.3% | +32.3% |
| 6M | -4.9% | -7.3% | +2.4% | -4.3% |
| YTD | +7.8% | +45.8% | -38.0% | -0.2% |
| 1Y | +133.9% | +43.1% | +90.7% | +116.6% |
| 3Y | +380.9% | +297.7% | +83.2% | +256.2% |
| 5Y | +230.2% | +1,478.8% | -1,248.5% | +89.7% |
| All | +246.2% | +1,523.5% | -1,277.3% | +97.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling