+156.3%
HON vs MOD
+911.6%
-755.3%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.7% | -3.7% | +1.1% |
| 7D | +0.8% | -25.5% | +26.3% | +4.7% |
| 30D | +5.7% | -49.0% | +54.7% | +15.9% |
| 3M | -8.3% | -49.8% | +41.5% | +0.3% |
| 6M | -2.4% | -64.8% | +62.3% | +11.5% |
| YTD | +9.0% | -27.6% | +36.6% | +10.1% |
| 1Y | +9.2% | -35.2% | +44.4% | +11.4% |
| 3Y | +26.3% | +137.1% | -110.8% | -4.0% |
| 5Y | +9.1% | +760.3% | -751.1% | -37.9% |
| All | +156.3% | +911.6% | -755.3% | +28.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling