+71.8%
HST vs MOD
+720.4%
-648.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -7.3% | +1.6% | -4.6% |
| 7D | -4.2% | -34.2% | +30.0% | +1.3% |
| 30D | +9.6% | -51.9% | +61.4% | +21.1% |
| 3M | -1.1% | -53.0% | +51.9% | +9.2% |
| 6M | +21.1% | -66.4% | +87.4% | +39.1% |
| YTD | +47.1% | -31.5% | +78.6% | +47.8% |
| 1Y | +64.0% | -39.6% | +103.6% | +67.1% |
| 3Y | +77.1% | +116.8% | -39.7% | +28.8% |
| 5Y | +71.8% | +713.8% | -642.0% | -17.6% |
| All | +71.8% | +720.4% | -648.6% | -17.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling