+109.0%
HST vs MOH
+264.4%
-155.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | +0.2% |
| 7D | +0.9% | +1.7% | -0.8% | +0.6% |
| 30D | -2.5% | -0.9% | -1.6% | -2.4% |
| 3M | -5.1% | +5.7% | -10.8% | -6.2% |
| 6M | +21.6% | +39.1% | -17.5% | +14.9% |
| YTD | +31.6% | +17.7% | +13.9% | +26.2% |
| 1Y | +36.1% | +8.4% | +27.8% | +31.5% |
| 3Y | +66.5% | -36.6% | +103.0% | +69.8% |
| 5Y | +76.6% | -19.1% | +95.7% | +69.4% |
| All | +109.0% | +264.4% | -155.3% | +54.3% |
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