+393.9%
GH vs MOH
+39.0%
+354.8%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.2% | -5.5% | -3.1% |
| 7D | -1.2% | -1.3% | 0.0% | -1.0% |
| 30D | -3.7% | +3.0% | -6.6% | -4.6% |
| 3M | +21.7% | +1.2% | +20.5% | +20.8% |
| 6M | +75.7% | +41.7% | +34.0% | +58.4% |
| YTD | +55.7% | +15.4% | +40.3% | +44.9% |
| 1Y | +181.1% | +11.8% | +169.3% | +159.3% |
| 3Y | +371.6% | -37.5% | +409.1% | +386.4% |
| 5Y | +23.2% | -20.6% | +43.8% | +13.0% |
| All | +393.9% | +39.0% | +354.8% | +245.5% |
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