+810.7%
MOD vs HIG
+260.2%
+550.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | +16.1% | -0.1% | +16.2% | +16.0% |
| 30D | -38.5% | +4.4% | -42.9% | -40.8% |
| 3M | -46.8% | 0.0% | -46.9% | -47.8% |
| 6M | -61.6% | +3.8% | -65.4% | -63.9% |
| YTD | -20.5% | +0.7% | -21.2% | -23.8% |
| 1Y | -28.0% | +5.0% | -33.1% | -33.0% |
| 3Y | +134.9% | +95.3% | +39.6% | +40.6% |
| 5Y | +833.2% | +110.8% | +722.4% | +431.5% |
| All | +810.7% | +260.2% | +550.5% | +252.0% |
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