+575.3%
HLT vs MOD
+1,465.6%
-890.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.6% | +3.4% | +0.4% |
| 7D | -2.6% | -3.9% | +1.4% | -1.9% |
| 30D | -2.6% | -9.6% | +7.0% | -1.1% |
| 3M | -9.4% | -30.6% | +21.2% | -4.3% |
| 6M | +2.7% | -10.9% | +13.7% | +2.3% |
| YTD | +6.8% | +34.3% | -27.5% | -2.9% |
| 1Y | +12.4% | +18.3% | -6.0% | +3.4% |
| 3Y | +100.2% | +281.9% | -181.7% | +32.5% |
| 5Y | +143.7% | +1,486.4% | -1,342.6% | +11.2% |
| All | +575.3% | +1,465.6% | -890.2% | +163.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling