+795.5%
HLT vs MOD
+997.6%
-202.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +27.9% | -27.8% | -4.8% |
| 7D | +0.7% | +40.4% | -39.7% | -5.9% |
| 30D | +13.7% | -14.0% | +27.8% | +14.9% |
| 3M | +16.3% | -33.3% | +49.7% | +22.3% |
| 6M | +19.9% | -51.4% | +71.3% | +31.7% |
| YTD | +30.1% | +1.6% | +28.5% | +21.5% |
| 1Y | +38.5% | +5.4% | +33.1% | +27.5% |
| 3Y | +131.0% | +191.0% | -59.9% | +56.6% |
| 5Y | +163.7% | +1,093.1% | -929.5% | +23.0% |
| 10Y | +697.4% | +1,095.2% | -397.8% | +207.3% |
| All | +795.5% | +997.6% | -202.1% | +240.5% |
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 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