+1,443.5%
HWM vs MOD
+796.0%
+647.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -21.4% | +17.2% | +1.4% |
| 7D | +9.4% | -31.3% | +40.7% | +19.8% |
| 30D | -7.0% | -46.1% | +39.1% | +8.3% |
| 3M | -25.9% | -51.1% | +25.3% | -12.1% |
| 6M | -10.8% | -62.1% | +51.2% | +10.9% |
| YTD | +4.3% | -26.2% | +30.5% | +6.3% |
| 1Y | +4.4% | -32.6% | +36.9% | +7.7% |
| 3Y | +348.8% | +133.8% | +215.0% | +195.6% |
| 5Y | +598.5% | +792.8% | -194.3% | +184.9% |
| 10Y | +1,551.7% | +959.8% | +591.9% | +413.4% |
| All | +1,443.5% | +796.0% | +647.5% | +401.8% |
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