-9.0%
HUM vs MOH
-36.3%
+27.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.0% | +0.3% | +1.7% |
| 7D | +2.1% | +1.7% | +0.3% | +1.5% |
| 30D | +5.4% | -0.9% | +6.3% | +5.6% |
| 3M | +11.4% | +5.7% | +5.7% | +9.4% |
| 6M | +141.5% | +39.1% | +102.4% | +118.5% |
| YTD | +61.2% | +17.7% | +43.5% | +51.7% |
| 1Y | +49.2% | +8.4% | +40.8% | +42.1% |
| 3Y | -9.0% | -36.6% | +27.5% | +3.7% |
| All | -9.0% | -36.3% | +27.2% | +3.7% |
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