-33.5%
MOD vs HBM
+36.9%
-70.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +9.0% | +0.9% | +5.8% |
| 7D | -13.9% | +5.0% | -19.0% | -16.1% |
| 30D | -41.5% | -12.7% | -28.8% | -37.9% |
| 3M | -45.7% | -17.4% | -28.3% | -41.6% |
| 6M | -61.1% | -8.9% | -52.3% | -60.3% |
| YTD | -20.5% | +14.9% | -35.4% | -33.7% |
| All | -33.5% | +36.9% | -70.5% | -51.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling