+910.1%
MOD vs HIG
+1,002.1%
-91.9%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.2% | +5.5% | +4.8% |
| 7D | +9.6% | +0.3% | +9.3% | +9.5% |
| 30D | 0.0% | -3.2% | +3.2% | +1.1% |
| 3M | -35.4% | +9.1% | -44.5% | -38.3% |
| 6M | -7.3% | -1.8% | -5.5% | -7.8% |
| YTD | +45.8% | +1.8% | +44.0% | +43.1% |
| 1Y | +43.1% | +4.6% | +38.6% | +38.6% |
| 3Y | +297.7% | +101.6% | +196.0% | +196.0% |
| 5Y | +1,478.8% | +124.5% | +1,354.3% | +1,037.7% |
| 10Y | +1,633.4% | +317.8% | +1,315.6% | +883.9% |
| All | +910.1% | +1,002.1% | -91.9% | +245.8% |
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