-35.9%
HOOD vs MOD
-6.2%
-29.8%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +27.9% | -32.2% | -8.7% |
| 7D | -3.8% | +40.4% | -44.2% | -9.9% |
| 30D | -23.0% | -14.0% | -9.0% | -21.3% |
| 3M | -21.6% | -33.3% | +11.7% | -16.3% |
| 6M | +1.4% | -51.4% | +52.9% | +12.3% |
| YTD | -31.2% | +1.6% | -32.8% | -32.7% |
| 1Y | -35.9% | +5.4% | -41.3% | -38.5% |
| All | -35.9% | -6.2% | -29.8% | -38.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling