+57.5%
HUM vs MOH
+43.5%
+14.0%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.3% | +3.0% | +0.1% |
| 7D | -1.2% | +8.9% | -10.1% | -4.3% |
| 30D | +2.1% | +11.0% | -8.9% | -1.9% |
| 3M | +13.4% | +11.0% | +2.4% | +8.8% |
| 6M | +72.7% | +12.7% | +60.0% | +63.9% |
| YTD | +62.3% | +24.8% | +37.5% | +52.7% |
| 1Y | +57.5% | +44.7% | +12.8% | +33.1% |
| All | +57.5% | +43.5% | +14.0% | +33.1% |
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 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