+112.8%
HL vs MOD
+1,086.9%
-974.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +27.9% | -29.7% | -7.2% |
| 7D | -11.1% | +40.4% | -51.5% | -17.6% |
| 30D | -12.1% | -14.0% | +1.9% | -10.7% |
| 3M | -26.1% | -33.3% | +7.2% | -21.1% |
| 6M | -37.7% | -51.4% | +13.7% | -29.5% |
| YTD | -31.7% | +1.6% | -33.3% | -33.4% |
| 1Y | -11.6% | +5.4% | -17.0% | -14.6% |
| 3Y | +249.6% | +191.0% | +58.7% | +164.5% |
| All | +112.8% | +1,086.9% | -974.0% | +19.5% |
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