+35.9%
HLT vs MOD
-30.7%
+66.6%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.1% |
| 7D | +0.8% | +16.1% | -15.3% | +0.2% |
| 30D | +13.1% | -38.5% | +51.6% | +15.5% |
| 3M | +15.6% | -46.8% | +62.4% | +18.9% |
| 6M | +19.0% | -61.6% | +80.6% | +24.7% |
| YTD | +29.9% | -20.5% | +50.5% | +29.2% |
| 1Y | +35.9% | -28.0% | +63.9% | +34.5% |
| All | +35.9% | -30.7% | +66.6% | +34.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling