-64.8%
MOD vs HBM
-11.9%
-52.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.6% | +4.1% | +4.9% |
| 7D | -25.5% | -3.6% | -21.9% | -24.5% |
| 30D | -49.0% | -19.2% | -29.8% | -43.5% |
| 3M | -49.8% | -20.5% | -29.3% | -44.9% |
| 6M | -64.8% | -12.8% | -51.9% | -64.6% |
| All | -64.8% | -11.9% | -52.8% | -64.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling