+1,474.6%
HWM vs MOD
+1,079.7%
+394.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +27.9% | -28.9% | -8.2% |
| 7D | +7.3% | +40.4% | -33.1% | -3.0% |
| 30D | +1.6% | -14.0% | +15.6% | +3.6% |
| 3M | -21.9% | -33.3% | +11.5% | -15.5% |
| 6M | -19.0% | -51.4% | +32.4% | -6.6% |
| YTD | +7.9% | +1.6% | +6.3% | 0.0% |
| 1Y | +9.9% | +5.4% | +4.6% | -0.1% |
| 3Y | +342.1% | +191.0% | +151.1% | +173.4% |
| 5Y | +600.8% | +1,093.1% | -492.4% | +163.2% |
| All | +1,474.6% | +1,079.7% | +394.9% | +394.3% |
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