+1,754.0%
HCA vs MOH
+715.4%
+1,038.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.0% | -0.6% | +0.8% |
| 7D | +5.4% | +1.7% | +3.7% | +4.9% |
| 30D | +3.0% | -0.9% | +3.9% | +3.1% |
| 3M | +13.0% | +5.7% | +7.3% | +10.6% |
| 6M | -20.3% | +39.1% | -59.4% | -28.2% |
| YTD | -8.2% | +17.7% | -25.9% | -15.2% |
| 1Y | +6.7% | +8.4% | -1.7% | -0.1% |
| 3Y | +60.4% | -36.6% | +96.9% | +66.2% |
| 5Y | +73.4% | -19.1% | +92.5% | +65.2% |
| 10Y | +506.9% | +262.8% | +244.1% | +265.8% |
| All | +1,754.0% | +715.4% | +1,038.6% | +650.6% |
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