+116.4%
HPE vs MOH
+53.5%
+62.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +8.9% | -14.6% | -4.8% |
| 7D | -17.0% | +14.3% | -31.3% | -15.8% |
| 30D | -26.7% | +16.7% | -43.4% | -25.6% |
| 3M | -4.1% | +18.3% | -22.5% | -2.6% |
| 6M | +75.4% | +15.8% | +59.6% | +78.5% |
| YTD | +111.0% | +30.5% | +80.6% | +113.0% |
| 1Y | +116.4% | +49.3% | +67.2% | +114.6% |
| All | +116.4% | +53.5% | +62.9% | +114.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling