+886.3%
MOD vs HRB
+252.0%
+634.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.9% | -2.9% |
| 7D | -17.8% | -4.0% | -13.8% | -17.4% |
| 30D | -43.2% | +15.8% | -59.0% | -46.4% |
| 3M | -46.0% | +12.0% | -58.1% | -49.0% |
| 6M | -62.2% | +40.7% | -103.0% | -67.8% |
| YTD | -22.8% | +21.0% | -43.8% | -31.8% |
| 1Y | -35.5% | +11.7% | -47.1% | -41.2% |
| 3Y | +128.2% | +25.0% | +103.3% | +87.9% |
| 5Y | +791.6% | +141.0% | +650.6% | +429.0% |
| 10Y | +886.3% | +241.3% | +645.0% | +384.0% |
| All | +886.3% | +252.0% | +634.3% | +384.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling