+135.5%
HL vs MOD
+920.5%
-785.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -2.9% | -4.4% | -6.7% |
| 7D | +8.2% | -17.8% | +26.0% | +11.0% |
| 30D | -16.3% | -43.2% | +26.9% | -7.9% |
| 3M | -18.6% | -46.0% | +27.5% | -9.9% |
| 6M | -23.2% | -62.2% | +39.1% | -9.8% |
| YTD | -25.5% | -22.8% | -2.7% | -23.4% |
| 1Y | -4.8% | -35.5% | +30.7% | +0.6% |
| 3Y | +281.4% | +128.2% | +153.2% | +210.4% |
| 5Y | +137.8% | +791.6% | -653.8% | +49.1% |
| 10Y | +135.5% | +886.3% | -750.8% | +41.1% |
| All | +135.5% | +920.5% | -785.0% | +41.1% |
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