+5,634.3%
HON vs MOD
+3,565.2%
+2,069.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.3% | -3.3% | +0.1% |
| 7D | -3.6% | +9.6% | -13.2% | -5.3% |
| 30D | -15.3% | 0.0% | -15.3% | -15.5% |
| 3M | -7.9% | -35.4% | +27.5% | -1.0% |
| 6M | -18.1% | -7.3% | -10.8% | -18.8% |
| YTD | +3.8% | +45.8% | -42.0% | -6.5% |
| 1Y | +0.5% | +43.1% | -42.7% | -10.5% |
| 3Y | +19.8% | +297.7% | -277.9% | -19.9% |
| 5Y | +2.9% | +1,478.8% | -1,475.8% | -50.9% |
| 10Y | +134.6% | +1,633.4% | -1,498.8% | -5.9% |
| All | +5,634.3% | +3,565.2% | +2,069.1% | +1,424.5% |
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