+99.0%
HLT vs MOD
+312.9%
-213.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -2.0% |
| 7D | -2.4% | +6.3% | -8.7% | -3.1% |
| 30D | -4.1% | -1.7% | -2.4% | -4.0% |
| 3M | -10.6% | -30.1% | +19.5% | -7.2% |
| 6M | +2.0% | +2.7% | -0.7% | -0.1% |
| YTD | +6.1% | +44.1% | -37.9% | -1.3% |
| 1Y | +9.8% | +38.7% | -28.9% | +1.5% |
| 3Y | +99.0% | +309.8% | -210.8% | +38.5% |
| All | +99.0% | +312.9% | -213.9% | +38.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling