+1,352.0%
HWM vs MOD
+730.8%
+621.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -7.3% | +1.3% | -4.0% |
| 7D | -2.4% | -34.2% | +31.7% | +8.1% |
| 30D | -13.3% | -51.9% | +38.6% | +4.1% |
| 3M | -31.0% | -53.0% | +22.0% | -17.3% |
| 6M | -17.1% | -66.4% | +49.2% | +6.5% |
| YTD | -1.9% | -31.5% | +29.7% | +2.0% |
| 1Y | -2.4% | -39.6% | +37.1% | +3.7% |
| 3Y | +322.2% | +116.8% | +205.4% | +183.8% |
| 5Y | +509.8% | +713.8% | -204.0% | +155.1% |
| 10Y | +1,453.8% | +882.7% | +571.1% | +392.8% |
| All | +1,352.0% | +730.8% | +621.1% | +381.7% |
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