+17.6%
HPQ vs MOD
+135.8%
-118.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.3% | -0.2% |
| 7D | -1.9% | +16.1% | -18.0% | -3.5% |
| 30D | -5.7% | -38.5% | +32.8% | -1.0% |
| 3M | -0.4% | -46.8% | +46.4% | +6.0% |
| 6M | +40.0% | -61.6% | +101.6% | +53.7% |
| YTD | +34.6% | -20.5% | +55.2% | +28.8% |
| 1Y | +20.4% | -28.0% | +48.4% | +16.6% |
| All | +17.6% | +135.8% | -118.1% | -9.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling