-11.6%
HL vs MOD
-6.2%
-5.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +27.9% | -29.7% | -7.6% |
| 7D | -11.1% | +40.4% | -51.5% | -18.2% |
| 30D | -12.1% | -14.0% | +1.9% | -9.0% |
| 3M | -26.1% | -33.3% | +7.2% | -17.9% |
| 6M | -37.7% | -51.4% | +13.7% | -24.5% |
| YTD | -31.7% | +1.6% | -33.3% | -27.9% |
| 1Y | -11.6% | +5.4% | -17.0% | -8.9% |
| All | -11.6% | -6.2% | -5.5% | -8.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling