+810.7%
MOD vs HBM
+285.4%
+525.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +0.9% | 0.0% |
| 7D | +16.1% | +5.1% | +11.0% | +14.1% |
| 30D | -38.5% | -15.8% | -22.7% | -34.3% |
| 3M | -46.8% | -22.4% | -24.4% | -41.9% |
| 6M | -61.6% | -20.2% | -41.4% | -58.8% |
| YTD | -20.5% | +9.0% | -29.5% | -25.7% |
| 1Y | -28.0% | +27.4% | -55.4% | -36.5% |
| 3Y | +134.9% | +424.2% | -289.3% | +19.3% |
| 5Y | +833.2% | +196.1% | +637.0% | +436.0% |
| All | +810.7% | +285.4% | +525.3% | +277.2% |
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