+243.8%
HPQ vs MOH
+264.4%
-20.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +2.0% | +6.4% | +8.1% |
| 7D | +9.8% | +1.7% | +8.0% | +9.5% |
| 30D | +22.4% | -0.9% | +23.2% | +22.5% |
| 3M | +45.2% | +5.7% | +39.4% | +43.7% |
| 6M | +96.4% | +39.1% | +57.3% | +86.1% |
| YTD | +65.4% | +17.7% | +47.7% | +58.8% |
| 1Y | +31.6% | +8.4% | +23.2% | +27.3% |
| 3Y | +37.0% | -36.6% | +73.6% | +39.2% |
| 5Y | +53.0% | -19.1% | +72.1% | +45.1% |
| All | +243.8% | +264.4% | -20.5% | +162.1% |
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