+211.8%
HPQ vs MOD
+1,604.6%
-1,392.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.3% | -2.1% | +1.4% |
| 7D | +6.9% | +9.6% | -2.6% | +5.1% |
| 30D | +14.4% | 0.0% | +14.4% | +14.2% |
| 3M | +25.6% | -35.4% | +61.0% | +34.3% |
| 6M | +75.0% | -7.3% | +82.3% | +71.8% |
| YTD | +50.7% | +45.8% | +4.9% | +33.4% |
| 1Y | +18.7% | +43.1% | -24.5% | +4.3% |
| 3Y | +21.5% | +297.7% | -276.2% | -20.3% |
| 5Y | +31.6% | +1,478.8% | -1,447.2% | -39.3% |
| All | +211.8% | +1,604.6% | -1,392.8% | +31.4% |
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