+96.6%
HST vs MOD
+1,642.7%
-1,546.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.3% | -4.0% | -0.6% |
| 7D | -1.0% | +9.6% | -10.6% | -2.9% |
| 30D | -12.3% | 0.0% | -12.3% | -12.5% |
| 3M | -6.4% | -35.4% | +29.0% | +0.9% |
| 6M | +15.0% | -7.3% | +22.3% | +13.3% |
| YTD | +30.5% | +45.8% | -15.3% | +15.6% |
| 1Y | +35.7% | +43.1% | -7.5% | +18.8% |
| 3Y | +68.4% | +297.7% | -229.3% | +6.0% |
| 5Y | +73.1% | +1,478.8% | -1,405.6% | -28.0% |
| All | +96.6% | +1,642.7% | -1,546.1% | -35.8% |
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