+116.4%
HPE vs MOD
-33.0%
+149.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -21.4% | +15.8% | +2.1% |
| 7D | -17.0% | -31.3% | +14.4% | -5.6% |
| 30D | -26.7% | -46.1% | +19.4% | -9.3% |
| 3M | -4.1% | -51.1% | +47.0% | +21.6% |
| 6M | +75.4% | -62.1% | +137.5% | +142.3% |
| YTD | +111.0% | -26.2% | +137.2% | +152.6% |
| 1Y | +116.4% | -32.6% | +149.0% | +160.1% |
| All | +116.4% | -33.0% | +149.4% | +160.1% |
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