+168.2%
HLT vs MOD
+787.0%
-618.8%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.9% | +4.7% | +2.2% |
| 7D | +4.4% | -17.8% | +22.2% | +6.6% |
| 30D | +16.3% | -43.2% | +59.5% | +25.2% |
| 3M | +22.2% | -46.0% | +68.2% | +31.8% |
| 6M | +20.0% | -62.2% | +82.2% | +35.1% |
| YTD | +32.4% | -22.8% | +55.2% | +30.1% |
| 1Y | +38.6% | -35.5% | +74.1% | +39.5% |
| 3Y | +136.4% | +128.2% | +8.2% | +65.5% |
| All | +168.2% | +787.0% | -618.8% | +24.2% |
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