+3,565.2%
MOD vs HRB
+3,357.9%
+207.4%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -4.0% | +8.3% | +5.7% |
| 7D | +9.6% | -5.7% | +15.3% | +11.7% |
| 30D | 0.0% | +7.9% | -7.9% | -3.5% |
| 3M | -35.4% | +32.1% | -67.5% | -43.2% |
| 6M | -7.3% | +62.2% | -69.5% | -26.5% |
| YTD | +45.8% | +16.4% | +29.4% | +29.5% |
| 1Y | +43.1% | -0.3% | +43.4% | +33.6% |
| 3Y | +297.7% | +36.0% | +261.6% | +220.3% |
| 5Y | +1,478.8% | +125.2% | +1,353.5% | +926.4% |
| 10Y | +1,633.4% | +237.7% | +1,395.7% | +809.4% |
| All | +3,565.2% | +3,357.9% | +207.4% | +1,061.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling