+129.2%
HPE vs MOD
+45.0%
+84.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +4.3% | -8.8% | -5.9% |
| 7D | -0.6% | +9.6% | -10.2% | -3.7% |
| 30D | -2.3% | 0.0% | -2.3% | -2.6% |
| 3M | -2.9% | -35.4% | +32.5% | +10.7% |
| 6M | +143.6% | -7.3% | +150.8% | +151.8% |
| YTD | +118.5% | +45.8% | +72.7% | +104.9% |
| 1Y | +129.2% | +43.1% | +86.1% | +113.0% |
| All | +129.2% | +45.0% | +84.2% | +113.0% |
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