+157.1%
HPQ vs MOD
+915.9%
-758.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.5% | -1.6% | +1.3% |
| 7D | -3.2% | +8.2% | -11.5% | -4.8% |
| 30D | -3.0% | -38.2% | +35.1% | +4.3% |
| 3M | +0.6% | -46.2% | +46.8% | +10.4% |
| 6M | +36.6% | -62.5% | +99.1% | +57.4% |
| YTD | +35.0% | -20.1% | +55.1% | +30.9% |
| 1Y | +23.1% | -29.7% | +52.8% | +21.6% |
| 3Y | +18.6% | +136.2% | -117.6% | -15.8% |
| 5Y | +10.3% | +820.4% | -810.0% | -45.1% |
| 10Y | +157.1% | +839.8% | -682.8% | +22.8% |
| All | +157.1% | +915.9% | -758.8% | +22.8% |
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