+315.7%
HWM vs MOD
+116.8%
+198.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -7.3% | +1.3% | -4.3% |
| 7D | -2.4% | -34.2% | +31.7% | +6.3% |
| 30D | -13.3% | -51.9% | +38.6% | +1.0% |
| 3M | -31.0% | -53.0% | +22.0% | -19.7% |
| 6M | -17.1% | -66.4% | +49.2% | +2.2% |
| YTD | -1.9% | -31.5% | +29.7% | +1.6% |
| 1Y | -2.4% | -39.6% | +37.1% | +2.8% |
| All | +315.7% | +116.8% | +198.9% | +221.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling