+7.2%
GEHC vs MOH
-41.2%
+48.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.0% | -2.5% | -0.6% |
| 7D | -7.2% | +1.7% | -8.9% | -7.3% |
| 30D | -11.6% | -0.9% | -10.7% | -11.5% |
| 3M | -0.8% | +5.7% | -6.6% | -1.5% |
| 6M | -11.9% | +39.1% | -51.0% | -15.2% |
| YTD | -21.9% | +17.7% | -39.6% | -24.1% |
| 1Y | -17.8% | +8.4% | -26.2% | -19.7% |
| 3Y | -3.5% | -36.6% | +33.0% | -2.3% |
| All | +7.2% | -41.2% | +48.4% | +20.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling