+52.5%
HST vs MOD
-30.7%
+83.2%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -1.0% |
| 7D | +3.6% | +16.1% | -12.5% | +2.5% |
| 30D | +9.9% | -38.5% | +48.4% | +13.2% |
| 3M | +12.9% | -46.8% | +59.8% | +17.3% |
| 6M | +22.9% | -61.6% | +84.5% | +30.9% |
| YTD | +52.4% | -20.5% | +72.9% | +49.2% |
| 1Y | +52.5% | -28.0% | +80.6% | +48.2% |
| All | +52.5% | -30.7% | +83.2% | +48.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling