+149.4%
HL vs MOD
+748.9%
-599.6%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.7% | -3.7% | +0.9% |
| 7D | +8.9% | -25.5% | +34.5% | +14.3% |
| 30D | -10.1% | -49.0% | +38.9% | +2.3% |
| 3M | -7.0% | -49.8% | +42.8% | +5.7% |
| 6M | -18.8% | -64.8% | +46.0% | -1.1% |
| YTD | -23.1% | -27.6% | +4.5% | -19.2% |
| 1Y | +8.9% | -35.2% | +44.1% | +16.5% |
| 3Y | +255.0% | +137.1% | +117.9% | +182.7% |
| All | +149.4% | +748.9% | -599.6% | +50.9% |
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