+1,773.8%
HWM vs MOD
+1,669.6%
+104.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.3% | -4.8% | -1.6% |
| 7D | -2.1% | +9.6% | -11.7% | -4.5% |
| 30D | -11.0% | 0.0% | -11.0% | -11.2% |
| 3M | +4.0% | -35.4% | +39.4% | +15.1% |
| 6M | -0.2% | -7.3% | +7.1% | -1.2% |
| YTD | +26.7% | +45.8% | -19.2% | +9.5% |
| 1Y | +44.7% | +43.1% | +1.6% | +23.6% |
| 3Y | +426.1% | +297.7% | +128.4% | +204.8% |
| 5Y | +738.5% | +1,478.8% | -740.2% | +199.3% |
| All | +1,773.8% | +1,669.6% | +104.2% | +416.9% |
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 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