+139.1%
HON vs MOD
+1,604.6%
-1,465.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.3% | -3.3% | +0.3% |
| 7D | -3.6% | +9.6% | -13.2% | -5.0% |
| 30D | -15.3% | 0.0% | -15.3% | -15.4% |
| 3M | -7.9% | -35.4% | +27.5% | -2.3% |
| 6M | -18.1% | -7.3% | -10.8% | -18.6% |
| YTD | +3.8% | +45.8% | -42.0% | -4.4% |
| 1Y | +0.5% | +43.1% | -42.7% | -8.3% |
| 3Y | +19.8% | +297.7% | -277.9% | -14.6% |
| 5Y | +2.9% | +1,478.8% | -1,475.8% | -45.8% |
| All | +139.1% | +1,604.6% | -1,465.5% | +7.3% |
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