+906.4%
MOD vs HRB
+249.6%
+656.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -4.2% | +9.9% | +6.9% |
| 7D | -25.5% | +2.7% | -28.2% | -26.5% |
| 30D | -49.0% | +22.1% | -71.1% | -52.6% |
| 3M | -49.8% | +15.7% | -65.5% | -53.0% |
| 6M | -64.8% | +83.3% | -148.1% | -72.9% |
| YTD | -27.6% | +25.0% | -52.7% | -36.6% |
| 1Y | -35.2% | +6.9% | -42.1% | -39.6% |
| 3Y | +137.1% | +39.0% | +98.1% | +87.1% |
| 5Y | +760.3% | +146.4% | +613.9% | +409.4% |
| All | +906.4% | +249.6% | +656.7% | +390.7% |
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