+365.4%
HPE vs MOD
+1,005.7%
-640.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +9.9% | -3.7% | +3.5% |
| 7D | -7.1% | -13.9% | +6.8% | -3.7% |
| 30D | -35.3% | -41.5% | +6.2% | -25.4% |
| 3M | -10.4% | -45.7% | +35.3% | +4.8% |
| 6M | +52.5% | -61.1% | +113.6% | +93.9% |
| YTD | +100.3% | -20.5% | +120.8% | +108.9% |
| 1Y | +106.4% | -32.1% | +138.5% | +122.1% |
| 3Y | +227.4% | +146.5% | +80.9% | +138.5% |
| 5Y | +250.6% | +812.7% | -562.1% | +75.2% |
| 10Y | +365.4% | +966.8% | -601.5% | +114.9% |
| All | +365.4% | +1,005.7% | -640.4% | +114.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling