+9,419.8%
MOD vs HBM
+435.3%
+8,984.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -7.4% | +0.1% | -4.6% |
| 7D | -34.2% | -11.9% | -22.3% | -31.3% |
| 30D | -51.9% | -23.6% | -28.2% | -46.9% |
| 3M | -53.0% | -20.5% | -32.5% | -49.4% |
| 6M | -66.4% | -7.9% | -58.5% | -65.9% |
| YTD | -31.5% | +3.8% | -35.3% | -34.7% |
| 1Y | -39.6% | +31.7% | -71.3% | -47.1% |
| 3Y | +116.8% | +342.4% | -225.6% | +18.8% |
| 5Y | +713.8% | +205.5% | +508.3% | +370.0% |
| 10Y | +882.7% | +379.4% | +503.2% | +285.6% |
| All | +9,419.8% | +435.3% | +8,984.4% | +1,628.4% |
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