+404.6%
DHI vs MOH
+264.4%
+140.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.0% | -0.3% | +1.3% |
| 7D | -3.4% | +1.7% | -5.1% | -3.7% |
| 30D | -5.4% | -0.9% | -4.6% | -5.3% |
| 3M | -10.4% | +5.7% | -16.2% | -11.9% |
| 6M | -2.8% | +39.1% | -41.9% | -9.9% |
| YTD | -3.4% | +17.7% | -21.1% | -8.6% |
| 1Y | -22.9% | +8.4% | -31.3% | -26.4% |
| 3Y | +20.7% | -36.6% | +57.2% | +23.9% |
| 5Y | +62.1% | -19.1% | +81.2% | +55.4% |
| All | +404.6% | +264.4% | +140.2% | +276.9% |
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