+155.8%
HON vs MOD
+1,079.7%
-923.8%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +27.9% | -28.0% | -4.2% |
| 7D | +1.4% | +40.4% | -39.0% | -4.1% |
| 30D | +7.5% | -14.0% | +21.5% | +8.5% |
| 3M | -4.3% | -33.3% | +29.0% | -0.1% |
| 6M | -1.5% | -51.4% | +49.9% | +6.7% |
| YTD | +10.5% | +1.6% | +8.9% | +5.6% |
| 1Y | +8.5% | +5.4% | +3.2% | +2.6% |
| 3Y | +28.0% | +191.0% | -163.0% | -5.7% |
| 5Y | +12.0% | +1,093.1% | -1,081.1% | -39.7% |
| All | +155.8% | +1,079.7% | -923.8% | +21.6% |
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