+292.4%
HPE vs MOD
+815.4%
-523.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.4% | 0.0% |
| 7D | +13.6% | +16.1% | -2.5% | +8.5% |
| 30D | -27.1% | -38.5% | +11.4% | -16.1% |
| 3M | -14.5% | -46.8% | +32.4% | +2.2% |
| 6M | +66.9% | -61.6% | +128.5% | +117.8% |
| YTD | +111.3% | -20.5% | +131.9% | +122.4% |
| 1Y | +117.5% | -28.0% | +145.5% | +132.8% |
| 3Y | +238.1% | +134.9% | +103.1% | +145.3% |
| 5Y | +292.4% | +833.2% | -540.8% | +92.1% |
| All | +292.4% | +815.4% | -523.1% | +92.1% |
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 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