+6,012.9%
HON vs MOD
+1,809.4%
+4,203.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.7% |
| 7D | +3.6% | +16.1% | -12.5% | +0.6% |
| 30D | +7.8% | -38.5% | +46.3% | +16.9% |
| 3M | -4.8% | -46.8% | +42.1% | +5.5% |
| 6M | -1.7% | -61.6% | +59.9% | +14.3% |
| YTD | +10.7% | -20.5% | +31.2% | +10.2% |
| 1Y | +7.8% | -28.0% | +35.8% | +8.4% |
| 3Y | +28.1% | +134.9% | -106.9% | -6.4% |
| 5Y | +12.2% | +833.2% | -821.0% | -41.6% |
| 10Y | +155.7% | +834.8% | -679.1% | +14.0% |
| All | +6,012.9% | +1,809.4% | +4,203.5% | +1,703.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling