+11.6%
HON vs MOD
+1,086.9%
-1,075.2%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +27.9% | -28.3% | -3.4% |
| 7D | +1.1% | +40.4% | -39.3% | -3.0% |
| 30D | +7.2% | -14.0% | +21.2% | +8.0% |
| 3M | -4.6% | -33.3% | +28.7% | -1.4% |
| 6M | -1.9% | -51.4% | +49.6% | +4.6% |
| YTD | +10.2% | +1.6% | +8.6% | +6.8% |
| 1Y | +8.2% | +5.4% | +2.8% | +4.0% |
| 3Y | +27.6% | +191.0% | -163.4% | +0.1% |
| All | +11.6% | +1,086.9% | -1,075.2% | -30.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling