+1,064.5%
MOD vs HIG
+261.7%
+802.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | +0.4% | +27.4% | +27.6% |
| 7D | +40.4% | +2.6% | +37.8% | +38.3% |
| 30D | -14.0% | +4.2% | -18.2% | -17.0% |
| 3M | -33.3% | +0.2% | -33.5% | -34.6% |
| 6M | -51.4% | +4.6% | -56.0% | -54.5% |
| YTD | +1.6% | +1.1% | +0.5% | -2.7% |
| 1Y | +5.4% | +4.7% | +0.7% | -1.5% |
| 3Y | +191.0% | +95.5% | +95.5% | +74.2% |
| 5Y | +1,093.1% | +111.7% | +981.5% | +578.2% |
| All | +1,064.5% | +261.7% | +802.7% | +349.2% |
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