+20,177.1%
MOD vs HBM
+613.3%
+19,563.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.9% | +5.2% | +4.6% |
| 7D | +9.6% | -6.4% | +15.9% | +12.1% |
| 30D | 0.0% | +5.9% | -5.9% | -2.4% |
| 3M | -35.4% | -8.9% | -26.5% | -33.9% |
| 6M | -7.3% | +10.7% | -17.9% | -11.9% |
| YTD | +45.8% | +38.3% | +7.5% | +25.8% |
| 1Y | +43.1% | +121.3% | -78.2% | +3.8% |
| 3Y | +297.7% | +450.6% | -152.9% | +101.2% |
| 5Y | +1,478.8% | +338.0% | +1,140.8% | +700.3% |
| 10Y | +1,633.4% | +578.6% | +1,054.8% | +498.6% |
| All | +20,177.1% | +613.3% | +19,563.7% | +3,232.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling