-33.5%
MOD vs HRB
+8.1%
-41.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -3.2% | +13.1% | +8.6% |
| 7D | -13.9% | -2.4% | -11.5% | -14.3% |
| 30D | -41.5% | +15.7% | -57.3% | -38.0% |
| 3M | -45.7% | +11.4% | -57.1% | -43.0% |
| 6M | -61.1% | +40.7% | -101.8% | -55.3% |
| YTD | -20.5% | +21.0% | -41.5% | -7.5% |
| All | -33.5% | +8.1% | -41.6% | -20.0% |
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 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