+256.9%
HL vs MOH
+264.4%
-7.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.0% | -3.2% | -1.5% |
| 7D | -4.4% | +1.7% | -6.1% | -4.6% |
| 30D | +9.3% | -0.9% | +10.2% | +9.3% |
| 3M | +32.0% | +5.7% | +26.3% | +30.7% |
| 6M | -6.4% | +39.1% | -45.6% | -11.2% |
| YTD | +3.1% | +17.7% | -14.5% | -0.6% |
| 1Y | +77.6% | +8.4% | +69.2% | +72.1% |
| 3Y | +392.8% | -36.6% | +429.4% | +399.9% |
| 5Y | +234.1% | -19.1% | +253.2% | +220.9% |
| All | +256.9% | +264.4% | -7.5% | +171.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling