+640.6%
HWM vs MOH
-23.8%
+664.4%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.2% | -5.2% | -2.2% |
| 7D | -12.5% | -1.3% | -11.2% | -12.4% |
| 30D | -19.0% | +3.0% | -21.9% | -19.1% |
| 3M | -8.6% | +1.2% | -9.8% | -8.8% |
| 6M | -10.2% | +41.7% | -51.9% | -12.2% |
| YTD | +11.3% | +15.4% | -4.1% | +9.3% |
| 1Y | +24.3% | +11.8% | +12.5% | +21.7% |
| 3Y | +382.3% | -37.5% | +419.8% | +387.6% |
| 5Y | +640.6% | -20.6% | +661.3% | +600.2% |
| All | +640.6% | -23.8% | +664.4% | +600.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling