+17.8%
HPQ vs MOD
+129.2%
-111.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +5.7% | -9.0% | -3.9% |
| 7D | -1.1% | -25.5% | +24.4% | +1.6% |
| 30D | -11.7% | -49.0% | +37.3% | -5.3% |
| 3M | +2.0% | -49.8% | +51.8% | +9.2% |
| 6M | +35.9% | -64.8% | +100.6% | +50.5% |
| YTD | +32.7% | -27.6% | +60.3% | +28.2% |
| 1Y | +14.3% | -35.2% | +49.5% | +12.0% |
| 3Y | +17.8% | +137.1% | -119.3% | -10.4% |
| All | +17.8% | +129.2% | -111.4% | -10.4% |
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 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