+160.5%
HON vs MOD
+915.9%
-755.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.5% | -3.7% | -0.8% |
| 7D | -0.4% | +8.2% | -8.6% | -1.6% |
| 30D | +8.6% | -38.2% | +46.7% | +15.7% |
| 3M | -0.8% | -46.2% | +45.4% | +7.5% |
| 6M | -0.1% | -62.5% | +62.5% | +13.1% |
| YTD | +12.8% | -20.1% | +32.9% | +12.2% |
| 1Y | +10.4% | -29.7% | +40.1% | +11.4% |
| 3Y | +30.5% | +136.2% | -105.7% | -0.5% |
| 5Y | +15.0% | +820.4% | -805.4% | -35.3% |
| 10Y | +160.5% | +839.8% | -679.3% | +29.1% |
| All | +160.5% | +915.9% | -755.4% | +29.1% |
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