+1,609.3%
HST vs MOD
+1,673.7%
-64.5%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -21.4% | +22.7% | +7.3% |
| 7D | +3.3% | -31.3% | +34.7% | +13.5% |
| 30D | +16.4% | -46.1% | +62.5% | +36.1% |
| 3M | +5.5% | -51.1% | +56.6% | +25.6% |
| 6M | +31.1% | -62.1% | +93.2% | +63.2% |
| YTD | +55.9% | -26.2% | +82.1% | +56.1% |
| 1Y | +75.6% | -32.6% | +108.2% | +78.0% |
| 3Y | +87.8% | +133.8% | -46.1% | +15.9% |
| 5Y | +86.6% | +792.8% | -706.1% | -30.1% |
| 10Y | +161.1% | +959.8% | -798.7% | -26.5% |
| All | +1,609.3% | +1,673.7% | -64.5% | +231.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling