+14.8%
CNH vs MOH
+53.5%
-38.7%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +8.9% | -9.1% | -0.5% |
| 7D | +6.5% | +14.3% | -7.8% | +5.9% |
| 30D | -12.0% | +16.7% | -28.6% | -12.3% |
| 3M | +4.4% | +18.3% | -14.0% | +3.9% |
| 6M | +15.7% | +15.8% | -0.1% | +15.4% |
| YTD | +28.2% | +30.5% | -2.2% | +27.0% |
| 1Y | +14.8% | +49.3% | -34.5% | +13.1% |
| All | +14.8% | +53.5% | -38.7% | +13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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