+906.4%
MOD vs HIG
+276.3%
+630.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.3% | +8.0% | +7.1% |
| 7D | -25.5% | +1.1% | -26.6% | -26.5% |
| 30D | -49.0% | +5.6% | -54.6% | -51.3% |
| 3M | -49.8% | -6.9% | -42.9% | -48.5% |
| 6M | -64.8% | +1.3% | -66.1% | -66.4% |
| YTD | -27.6% | -1.5% | -26.2% | -29.7% |
| 1Y | -35.2% | +6.6% | -41.8% | -40.3% |
| 3Y | +137.1% | +91.2% | +45.9% | +43.5% |
| 5Y | +760.3% | +106.1% | +654.2% | +395.7% |
| All | +906.4% | +276.3% | +630.0% | +260.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 10y: compounded portfolio wealth divided by compounded HIG 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…
10y analysis · Full analysis span regression · 6 months rolling