+13.1%
HPQ vs MOD
+1,086.9%
-1,073.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +27.9% | -26.2% | -2.3% |
| 7D | +3.2% | +40.4% | -37.3% | -2.3% |
| 30D | -3.6% | -14.0% | +10.4% | -2.6% |
| 3M | -5.3% | -33.3% | +28.1% | -0.8% |
| 6M | +41.1% | -51.4% | +92.6% | +53.3% |
| YTD | +36.9% | +1.6% | +35.3% | +26.4% |
| 1Y | +23.5% | +5.4% | +18.1% | +12.6% |
| 3Y | +19.6% | +191.0% | -171.4% | -20.1% |
| All | +13.1% | +1,086.9% | -1,073.8% | -52.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling