+289.4%
HPE vs MOH
-36.3%
+325.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +2.0% | +10.5% | +12.6% |
| 7D | +19.4% | +1.7% | +17.7% | +19.6% |
| 30D | +5.6% | -0.9% | +6.5% | +5.6% |
| 3M | +33.1% | +5.7% | +27.3% | +33.7% |
| 6M | +192.5% | +39.1% | +153.3% | +198.8% |
| YTD | +160.9% | +17.7% | +143.2% | +164.8% |
| 1Y | +155.0% | +8.4% | +146.6% | +157.6% |
| 3Y | +289.4% | -36.6% | +326.0% | +261.4% |
| All | +289.4% | -36.3% | +325.7% | +261.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling