+1,559.5%
HWM vs MOH
+274.6%
+1,284.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.2% | +0.5% |
| 7D | -11.4% | +1.7% | -13.1% | -11.6% |
| 30D | -18.5% | -0.9% | -17.6% | -18.4% |
| 3M | -13.2% | +5.7% | -18.9% | -14.1% |
| 6M | -8.7% | +39.1% | -47.8% | -13.5% |
| YTD | +12.2% | +17.7% | -5.5% | +7.5% |
| 1Y | +24.9% | +8.4% | +16.5% | +20.4% |
| 3Y | +383.9% | -36.6% | +420.5% | +392.4% |
| 5Y | +646.1% | -19.1% | +665.2% | +611.7% |
| All | +1,559.5% | +274.6% | +1,284.9% | +1,163.7% |
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 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