+621.7%
HPE vs MOD
+2,259.5%
-1,637.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +4.3% | -8.8% | -5.6% |
| 7D | -0.6% | +9.6% | -10.2% | -3.1% |
| 30D | -2.3% | 0.0% | -2.3% | -2.5% |
| 3M | -2.9% | -35.4% | +32.5% | +8.2% |
| 6M | +143.6% | -7.3% | +150.8% | +145.8% |
| YTD | +118.5% | +45.8% | +72.7% | +94.6% |
| 1Y | +129.2% | +43.1% | +86.1% | +102.3% |
| 3Y | +212.5% | +297.7% | -85.2% | +99.9% |
| 5Y | +286.9% | +1,478.8% | -1,191.8% | +67.5% |
| 10Y | +432.3% | +1,633.4% | -1,201.1% | +90.1% |
| All | +621.7% | +2,259.5% | -1,637.8% | +153.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling