-29.7%
MOD vs HBM
+31.3%
-60.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.5% |
| 7D | +8.2% | -1.3% | +9.5% | +9.0% |
| 30D | -38.2% | -14.8% | -23.3% | -33.6% |
| 3M | -46.2% | -20.7% | -25.5% | -41.1% |
| 6M | -62.5% | -13.9% | -48.6% | -60.8% |
| YTD | -20.1% | +10.6% | -30.7% | -31.7% |
| 1Y | -29.7% | +32.4% | -62.0% | -48.2% |
| All | -29.7% | +31.3% | -60.9% | -48.2% |
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 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