+232.1%
HPE vs MOD
+748.9%
-516.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.7% | -4.3% | -0.4% |
| 7D | -18.7% | -25.5% | +6.8% | -11.6% |
| 30D | -37.9% | -49.0% | +11.1% | -24.3% |
| 3M | -14.4% | -49.8% | +35.4% | +4.2% |
| 6M | +48.2% | -64.8% | +113.0% | +98.7% |
| YTD | +88.6% | -27.6% | +116.3% | +104.3% |
| 1Y | +94.8% | -35.2% | +130.0% | +115.2% |
| 3Y | +202.7% | +137.1% | +65.6% | +119.2% |
| All | +232.1% | +748.9% | -516.9% | +66.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling