+244.2%
HL vs MOD
+1,486.5%
-1,242.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.3% | -6.8% | -3.4% |
| 7D | +1.5% | +9.6% | -8.1% | -0.6% |
| 30D | +25.1% | 0.0% | +25.0% | +24.8% |
| 3M | +22.9% | -35.4% | +58.3% | +33.7% |
| 6M | -4.9% | -7.3% | +2.4% | -4.1% |
| YTD | +7.8% | +45.8% | -38.0% | -0.7% |
| 1Y | +133.9% | +43.1% | +90.7% | +115.7% |
| 3Y | +380.9% | +297.7% | +83.2% | +243.9% |
| All | +244.2% | +1,486.5% | -1,242.3% | +82.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling