+58.6%
CNH vs MOH
+455.5%
-396.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.2% | -3.3% | -5.2% |
| 7D | +8.8% | -3.3% | +12.1% | +9.4% |
| 30D | +24.7% | -0.1% | +24.7% | +24.6% |
| 3M | +27.3% | -1.1% | +28.4% | +27.2% |
| 6M | +23.2% | +35.9% | -12.7% | +16.1% |
| YTD | +48.9% | +13.1% | +35.8% | +43.0% |
| 1Y | +19.4% | +11.8% | +7.6% | +14.0% |
| 3Y | +7.8% | -38.7% | +46.5% | +10.6% |
| 5Y | +8.7% | -25.1% | +33.8% | +5.9% |
| 10Y | +149.5% | +243.8% | -94.3% | +88.1% |
| All | +58.6% | +455.5% | -396.8% | +8.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling