+2,393.8%
HDB vs MOH
+1,286.6%
+1,107.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.6% |
| 7D | -4.9% | -4.2% | -0.7% | -4.1% |
| 30D | -5.8% | -2.4% | -3.5% | -5.5% |
| 3M | -5.2% | -4.4% | -0.8% | -4.8% |
| 6M | -25.7% | +32.9% | -58.6% | -30.3% |
| YTD | -39.6% | +11.9% | -51.4% | -42.3% |
| 1Y | -36.9% | +6.9% | -43.8% | -39.7% |
| 3Y | -29.7% | -39.4% | +9.7% | -28.1% |
| 5Y | -37.8% | -25.0% | -12.8% | -40.1% |
| 10Y | +33.7% | +244.9% | -211.1% | -15.2% |
| All | +2,393.8% | +1,286.6% | +1,107.1% | +849.9% |
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