-66.4%
MOD vs HBM
-9.1%
-57.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -7.4% | +0.1% | -3.8% |
| 7D | -34.2% | -11.9% | -22.3% | -30.2% |
| 30D | -51.9% | -23.6% | -28.2% | -45.4% |
| 3M | -53.0% | -20.5% | -32.5% | -48.5% |
| 6M | -66.4% | -7.9% | -58.5% | -67.3% |
| All | -66.4% | -9.1% | -57.3% | -67.3% |
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