+10,636.5%
MOD vs HBM
+471.0%
+10,165.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.7% | +0.8% | -1.6% |
| 7D | -17.8% | +2.4% | -20.2% | -18.7% |
| 30D | -43.2% | -16.0% | -27.3% | -39.4% |
| 3M | -46.0% | -21.3% | -24.7% | -41.5% |
| 6M | -62.2% | -12.2% | -50.0% | -61.0% |
| YTD | -22.8% | +10.7% | -33.5% | -28.0% |
| 1Y | -35.5% | +30.3% | -65.8% | -43.3% |
| 3Y | +128.2% | +432.2% | -304.0% | +17.5% |
| 5Y | +791.6% | +218.8% | +572.8% | +408.2% |
| 10Y | +886.3% | +281.4% | +605.0% | +320.2% |
| All | +10,636.5% | +471.0% | +10,165.5% | +1,806.8% |
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