+417.4%
MOD vs HIG
+997.5%
-580.2%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.2% | -5.1% | -3.7% |
| 7D | -17.8% | +2.1% | -20.0% | -18.8% |
| 30D | -43.2% | +6.7% | -50.0% | -45.1% |
| 3M | -46.0% | -1.9% | -44.1% | -46.3% |
| 6M | -62.2% | +5.3% | -67.6% | -63.8% |
| YTD | -22.8% | +1.3% | -24.1% | -24.9% |
| 1Y | -35.5% | +7.2% | -42.7% | -38.6% |
| 3Y | +128.2% | +96.6% | +31.6% | +69.8% |
| 5Y | +791.6% | +110.0% | +681.6% | +552.5% |
| 10Y | +886.3% | +268.4% | +617.9% | +479.3% |
| All | +417.4% | +997.5% | -580.2% | +75.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling