+138.4%
HLT vs MOH
-19.7%
+158.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.0% | -0.1% |
| 7D | -1.6% | +1.7% | -3.3% | -1.7% |
| 30D | -5.0% | -0.9% | -4.1% | -5.0% |
| 3M | -10.4% | +5.7% | -16.1% | -10.9% |
| 6M | +3.2% | +39.1% | -35.9% | +0.6% |
| YTD | +6.7% | +17.7% | -10.9% | +4.8% |
| 1Y | +10.3% | +8.4% | +1.9% | +8.8% |
| 3Y | +99.3% | -36.6% | +135.9% | +100.7% |
| All | +138.4% | -19.7% | +158.1% | +123.9% |
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 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