+137.6%
HST vs MOD
+911.6%
-774.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.7% | -5.8% | -1.2% |
| 7D | -2.7% | -25.5% | +22.9% | +2.4% |
| 30D | +10.7% | -49.0% | +59.7% | +25.0% |
| 3M | +6.3% | -49.8% | +56.1% | +19.6% |
| 6M | +19.0% | -64.8% | +83.7% | +41.3% |
| YTD | +47.0% | -27.6% | +74.7% | +47.3% |
| 1Y | +53.4% | -35.2% | +88.6% | +55.9% |
| 3Y | +78.0% | +137.1% | -59.1% | +21.6% |
| 5Y | +71.7% | +760.3% | -688.6% | -21.3% |
| All | +137.6% | +911.6% | -774.0% | -11.5% |
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 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