-32.6%
MOD vs HRB
+16.9%
-49.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +4.4% | -25.8% | -19.7% |
| 7D | -31.3% | +16.0% | -47.4% | -27.0% |
| 30D | -46.1% | +32.1% | -78.2% | -40.1% |
| 3M | -51.1% | +21.5% | -72.6% | -47.0% |
| 6M | -62.1% | +82.1% | -144.1% | -53.5% |
| YTD | -26.2% | +31.6% | -57.8% | -13.1% |
| 1Y | -32.6% | +15.9% | -48.5% | -20.3% |
| All | -32.6% | +16.9% | -49.5% | -20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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