+144.6%
HST vs MOD
+920.5%
-775.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.9% | +5.5% | +3.1% |
| 7D | +0.6% | -17.8% | +18.4% | +3.7% |
| 30D | +14.5% | -43.2% | +57.7% | +26.5% |
| 3M | +15.4% | -46.0% | +61.4% | +27.9% |
| 6M | +22.0% | -62.2% | +84.2% | +42.9% |
| YTD | +54.9% | -22.8% | +77.7% | +53.0% |
| 1Y | +54.0% | -35.5% | +89.4% | +56.7% |
| 3Y | +90.4% | +128.2% | -37.8% | +31.6% |
| 5Y | +84.2% | +791.6% | -707.4% | -16.2% |
| 10Y | +144.6% | +886.3% | -741.7% | -9.2% |
| All | +144.6% | +920.5% | -775.9% | -9.2% |
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