+906.4%
MOD vs HBM
+376.3%
+530.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.6% | +4.1% | +5.1% |
| 7D | -25.5% | -3.6% | -21.9% | -24.7% |
| 30D | -49.0% | -19.2% | -29.8% | -44.7% |
| 3M | -49.8% | -20.5% | -29.3% | -45.7% |
| 6M | -64.8% | -12.8% | -51.9% | -63.5% |
| YTD | -27.6% | +5.4% | -33.1% | -31.6% |
| 1Y | -35.2% | +33.0% | -68.2% | -43.8% |
| 3Y | +137.1% | +357.3% | -220.2% | +26.3% |
| 5Y | +760.3% | +210.4% | +549.9% | +385.8% |
| All | +906.4% | +376.3% | +530.1% | +329.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 10y: compounded portfolio wealth divided by compounded HBM 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…
10y analysis · Full analysis span regression · 6 months rolling