+1,573.3%
HWM vs MOH
+260.1%
+1,313.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -2.2% | -8.5% | -10.4% |
| 7D | -9.2% | -3.3% | -5.8% | -8.7% |
| 30D | -17.9% | -0.1% | -17.8% | -17.8% |
| 3M | -6.0% | -1.1% | -5.0% | -6.2% |
| 6M | -7.4% | +35.9% | -43.2% | -11.9% |
| YTD | +13.1% | +13.1% | 0.0% | +9.0% |
| 1Y | +29.3% | +11.8% | +17.5% | +23.8% |
| 3Y | +389.9% | -38.7% | +428.7% | +400.7% |
| 5Y | +655.5% | -25.1% | +680.6% | +630.5% |
| All | +1,573.3% | +260.1% | +1,313.3% | +1,181.3% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling