+13.4%
HL vs MOD
+1,638.7%
-1,625.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.7% | -3.7% | +0.9% |
| 7D | +8.9% | -25.5% | +34.5% | +14.1% |
| 30D | -10.1% | -49.0% | +38.9% | +1.6% |
| 3M | -7.0% | -49.8% | +42.8% | +4.9% |
| 6M | -18.8% | -64.8% | +46.0% | -2.3% |
| YTD | -23.1% | -27.6% | +4.5% | -20.6% |
| 1Y | +8.9% | -35.2% | +44.1% | +14.4% |
| 3Y | +255.0% | +137.1% | +117.9% | +172.3% |
| 5Y | +151.5% | +760.3% | -608.8% | +42.8% |
| 10Y | +138.4% | +938.8% | -800.4% | +12.5% |
| All | +13.4% | +1,638.7% | -1,625.2% | -62.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling