-29.7%
MOD vs HIG
+6.5%
-36.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +3.2% |
| 7D | +8.2% | -0.7% | +8.9% | +7.8% |
| 30D | -38.2% | +5.4% | -43.5% | -35.9% |
| 3M | -46.2% | -0.9% | -45.3% | -44.9% |
| 6M | -62.5% | +4.8% | -67.3% | -61.7% |
| YTD | -20.1% | +0.9% | -21.0% | -18.9% |
| 1Y | -29.7% | +6.5% | -36.1% | -27.9% |
| All | -29.7% | +6.5% | -36.2% | -27.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling