+390.2%
HPE vs MOD
+915.9%
-525.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +3.5% | +1.3% | +3.9% |
| 7D | +0.3% | +8.2% | -7.9% | -1.7% |
| 30D | -28.6% | -38.2% | +9.6% | -18.8% |
| 3M | -7.4% | -46.2% | +38.9% | +8.8% |
| 6M | +63.7% | -62.5% | +126.2% | +110.4% |
| YTD | +111.7% | -20.1% | +131.8% | +120.5% |
| 1Y | +123.5% | -29.7% | +153.2% | +138.3% |
| 3Y | +238.7% | +136.2% | +102.5% | +149.0% |
| 5Y | +261.0% | +820.4% | -559.3% | +79.6% |
| 10Y | +390.2% | +839.8% | -449.6% | +123.7% |
| All | +390.2% | +915.9% | -525.7% | +123.7% |
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