+0.3%
HWM vs MOD
-37.3%
+37.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.7% | -3.3% | +1.4% |
| 7D | +3.3% | -25.5% | +28.9% | +8.4% |
| 30D | -7.6% | -49.0% | +41.4% | +3.5% |
| 3M | -28.9% | -49.8% | +20.9% | -20.5% |
| 6M | -19.7% | -64.8% | +45.1% | -5.5% |
| YTD | +0.5% | -27.6% | +28.2% | +6.5% |
| 1Y | +0.3% | -35.2% | +35.5% | +5.2% |
| All | +0.3% | -37.3% | +37.6% | +5.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling