+4.5%
HD vs MOH
-23.8%
+28.3%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.2% | -4.7% | -1.9% |
| 7D | -3.9% | -1.3% | -2.6% | -3.8% |
| 30D | -13.1% | +3.0% | -16.1% | -13.5% |
| 3M | -3.4% | +1.2% | -4.6% | -3.8% |
| 6M | -12.6% | +41.7% | -54.3% | -16.5% |
| YTD | -9.2% | +15.4% | -24.6% | -11.9% |
| 1Y | -23.9% | +11.8% | -35.7% | -26.2% |
| 3Y | +0.4% | -37.5% | +37.9% | +2.7% |
| 5Y | +4.5% | -20.6% | +25.2% | -2.6% |
| All | +4.5% | -23.8% | +28.3% | -2.6% |
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 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