+12.5%
HAS vs MOH
-23.8%
+36.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.2% | -1.8% | +1.1% |
| 7D | -3.1% | -1.3% | -1.8% | -2.9% |
| 30D | -6.4% | +3.0% | -9.3% | -6.7% |
| 3M | +10.4% | +1.2% | +9.2% | +10.1% |
| 6M | -3.7% | +41.7% | -45.4% | -6.8% |
| YTD | +12.5% | +15.4% | -3.0% | +10.2% |
| 1Y | +19.8% | +11.8% | +8.0% | +17.3% |
| 3Y | +46.0% | -37.5% | +83.5% | +46.7% |
| 5Y | +12.5% | -20.6% | +33.1% | +2.3% |
| All | +12.5% | -23.8% | +36.3% | +2.3% |
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