+122.6%
HST vs MOD
+822.6%
-700.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.9% |
| 7D | +3.6% | +16.1% | -12.5% | +0.5% |
| 30D | +9.9% | -38.5% | +48.4% | +19.6% |
| 3M | +12.9% | -46.8% | +59.8% | +25.6% |
| 6M | +22.9% | -61.6% | +84.5% | +43.4% |
| YTD | +52.4% | -20.5% | +72.9% | +49.7% |
| 1Y | +52.5% | -28.0% | +80.6% | +51.7% |
| 3Y | +87.4% | +134.9% | -47.5% | +28.9% |
| 5Y | +82.9% | +833.2% | -750.2% | -17.4% |
| All | +122.6% | +822.6% | -700.0% | -16.8% |
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