-33.7%
HDB vs MOH
-19.7%
-14.0%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +2.0% | +4.9% | +6.8% |
| 7D | +0.7% | +1.7% | -1.0% | +0.6% |
| 30D | +1.0% | -0.9% | +1.9% | +1.0% |
| 3M | -2.0% | +5.7% | -7.7% | -2.3% |
| 6M | -18.1% | +39.1% | -57.2% | -19.6% |
| YTD | -36.1% | +17.7% | -53.8% | -37.0% |
| 1Y | -34.0% | +8.4% | -42.4% | -34.7% |
| 3Y | -26.7% | -36.6% | +9.9% | -26.6% |
| All | -33.7% | -19.7% | -14.0% | -38.5% |
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 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