+125.1%
HOOD vs MOD
+454.6%
-329.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -7.3% | -3.0% | -7.7% |
| 7D | -14.4% | -34.2% | +19.7% | -1.7% |
| 30D | -30.0% | -51.9% | +21.9% | -10.1% |
| 3M | -15.5% | -53.0% | +37.5% | +8.8% |
| 6M | +1.8% | -66.4% | +68.1% | +43.3% |
| YTD | -30.7% | -31.5% | +0.9% | -29.1% |
| 1Y | -45.0% | -39.6% | -5.4% | -41.4% |
| 3Y | +709.0% | +116.8% | +592.2% | +379.6% |
| 5Y | +111.8% | +713.8% | -602.0% | -38.1% |
| All | +125.1% | +454.6% | -329.4% | +25.9% |
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