+358.7%
MOD vs HIG
+991.9%
-633.1%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.7% | -6.5% | -7.0% |
| 7D | -34.2% | +3.8% | -38.0% | -35.3% |
| 30D | -51.9% | +8.1% | -60.0% | -53.6% |
| 3M | -53.0% | -4.1% | -48.9% | -52.8% |
| 6M | -66.4% | +3.1% | -69.5% | -67.5% |
| YTD | -31.5% | +0.8% | -32.4% | -33.2% |
| 1Y | -39.6% | +8.8% | -48.4% | -42.8% |
| 3Y | +116.8% | +95.2% | +21.6% | +61.9% |
| 5Y | +713.8% | +110.8% | +603.0% | +495.1% |
| 10Y | +882.7% | +292.6% | +590.1% | +464.9% |
| All | +358.7% | +991.9% | -633.1% | +56.1% |
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 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