+839.8%
MOD vs HRB
+243.1%
+596.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.5% |
| 7D | +8.2% | -8.1% | +16.3% | +10.6% |
| 30D | -38.2% | +15.0% | -53.2% | -41.5% |
| 3M | -46.2% | +10.2% | -56.4% | -48.9% |
| 6M | -62.5% | +44.2% | -106.8% | -68.3% |
| YTD | -20.1% | +21.0% | -41.1% | -29.4% |
| 1Y | -29.7% | +12.0% | -41.7% | -36.0% |
| 3Y | +136.2% | +24.9% | +111.3% | +94.8% |
| 5Y | +820.4% | +144.6% | +675.8% | +444.3% |
| 10Y | +839.8% | +229.4% | +610.4% | +371.4% |
| All | +839.8% | +243.1% | +596.7% | +371.4% |
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