+804.7%
HLT vs MOD
+763.0%
+41.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.5% | -4.2% | -1.4% |
| 7D | +0.1% | +8.2% | -8.1% | -1.5% |
| 30D | +15.1% | -38.2% | +53.2% | +24.1% |
| 3M | +19.8% | -46.2% | +66.1% | +31.7% |
| 6M | +19.6% | -62.5% | +82.1% | +38.4% |
| YTD | +31.4% | -20.1% | +51.5% | +28.9% |
| 1Y | +38.0% | -29.7% | +67.7% | +37.7% |
| 3Y | +134.7% | +136.2% | -1.5% | +65.9% |
| 5Y | +166.2% | +820.4% | -654.2% | +31.0% |
| 10Y | +705.6% | +839.8% | -134.2% | +226.2% |
| All | +804.7% | +763.0% | +41.6% | +261.4% |
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