+1,330.6%
HST vs MOD
+3,565.2%
-2,234.6%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.3% | -4.0% | -0.9% |
| 7D | -1.0% | +9.6% | -10.6% | -3.6% |
| 30D | -12.3% | 0.0% | -12.3% | -12.6% |
| 3M | -6.4% | -35.4% | +29.0% | +3.7% |
| 6M | +15.0% | -7.3% | +22.3% | +12.5% |
| YTD | +30.5% | +45.8% | -15.3% | +10.4% |
| 1Y | +35.7% | +43.1% | -7.5% | +12.9% |
| 3Y | +68.4% | +297.7% | -229.3% | -8.7% |
| 5Y | +73.1% | +1,478.8% | -1,405.6% | -43.5% |
| 10Y | +92.7% | +1,633.4% | -1,540.7% | -51.5% |
| All | +1,330.6% | +3,565.2% | -2,234.6% | +133.2% |
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 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