+245.6%
CRH vs MOH
+264.4%
-18.8%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.0% | -1.0% | +0.8% |
| 7D | -6.1% | +1.7% | -7.8% | -6.3% |
| 30D | -9.3% | -0.9% | -8.4% | -9.2% |
| 3M | -15.2% | +5.7% | -20.9% | -16.1% |
| 6M | -14.2% | +39.1% | -53.3% | -18.6% |
| YTD | -28.3% | +17.7% | -45.9% | -31.1% |
| 1Y | -21.8% | +8.4% | -30.2% | -24.4% |
| 3Y | +71.6% | -36.6% | +108.2% | +74.2% |
| 5Y | +96.6% | -19.1% | +115.7% | +87.6% |
| All | +245.6% | +264.4% | -18.8% | +175.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling