+646.9%
HLT vs MOD
+1,474.9%
-828.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.3% | -5.3% | -1.8% |
| 7D | -3.3% | +9.6% | -12.9% | -5.0% |
| 30D | -4.1% | 0.0% | -4.1% | -4.3% |
| 3M | -7.9% | -35.4% | +27.4% | -1.3% |
| 6M | +2.2% | -7.3% | +9.4% | +0.9% |
| YTD | +8.5% | +45.8% | -37.3% | -3.0% |
| 1Y | +12.1% | +43.1% | -31.0% | -0.9% |
| 3Y | +107.6% | +297.7% | -190.1% | +35.5% |
| 5Y | +156.4% | +1,478.8% | -1,322.4% | +16.1% |
| 10Y | +566.3% | +1,633.4% | -1,067.1% | +144.2% |
| All | +646.9% | +1,474.9% | -828.0% | +171.8% |
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