+1,579.2%
HWM vs MOD
+1,005.7%
+573.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +9.9% | -4.8% | +2.5% |
| 7D | +1.6% | -13.9% | +15.5% | +5.0% |
| 30D | -3.9% | -41.5% | +37.6% | +9.5% |
| 3M | -23.2% | -45.7% | +22.5% | -11.4% |
| 6M | -20.0% | -61.1% | +41.1% | -1.1% |
| YTD | +5.7% | -20.5% | +26.2% | +5.6% |
| 1Y | +4.9% | -32.1% | +37.0% | +8.1% |
| 3Y | +347.0% | +146.5% | +200.5% | +190.9% |
| 5Y | +563.0% | +812.7% | -249.7% | +169.7% |
| 10Y | +1,579.2% | +966.8% | +612.3% | +454.9% |
| All | +1,579.2% | +1,005.7% | +573.4% | +454.9% |
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