+23.1%
HPQ vs MOD
-33.2%
+56.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.5% | -1.6% | +1.9% |
| 7D | -3.2% | +8.2% | -11.5% | -3.2% |
| 30D | -3.0% | -38.2% | +35.1% | -2.4% |
| 3M | +0.6% | -46.2% | +46.8% | +1.5% |
| 6M | +36.6% | -62.5% | +99.1% | +39.4% |
| YTD | +35.0% | -20.1% | +55.1% | +26.5% |
| 1Y | +23.1% | -29.7% | +52.8% | +17.3% |
| All | +23.1% | -33.2% | +56.2% | +17.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling