+810.7%
MOD vs HRB
+226.2%
+584.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | +16.1% | -7.8% | +23.9% | +18.5% |
| 30D | -38.5% | +15.7% | -54.3% | -42.0% |
| 3M | -46.8% | -5.5% | -41.3% | -46.8% |
| 6M | -61.6% | +41.1% | -102.7% | -67.2% |
| YTD | -20.5% | +20.4% | -40.9% | -29.6% |
| 1Y | -28.0% | +15.2% | -43.3% | -35.3% |
| 3Y | +134.9% | +24.3% | +110.6% | +94.0% |
| 5Y | +833.2% | +144.7% | +688.5% | +451.5% |
| All | +810.7% | +226.2% | +584.5% | +360.2% |
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