+666.4%
HPE vs MOH
+190.9%
+475.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +3.2% | -9.4% | -6.6% |
| 7D | +1.4% | -1.3% | +2.7% | +1.5% |
| 30D | +1.5% | +3.0% | -1.4% | +1.1% |
| 3M | +21.7% | +1.2% | +20.5% | +21.1% |
| 6M | +164.2% | +41.7% | +122.4% | +150.5% |
| YTD | +132.1% | +15.4% | +116.6% | +123.7% |
| 1Y | +130.6% | +11.8% | +118.9% | +122.2% |
| 3Y | +244.1% | -37.5% | +281.6% | +246.0% |
| 5Y | +340.8% | -20.6% | +361.5% | +313.9% |
| 10Y | +500.2% | +255.8% | +244.4% | +299.9% |
| All | +666.4% | +190.9% | +475.6% | +417.0% |
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