+12.1%
IJH vs MOH
+43.5%
-31.4%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -4.3% | +0.4% | -3.9% |
| 7D | -3.4% | +8.9% | -12.3% | -3.4% |
| 30D | -3.1% | +11.0% | -14.1% | -3.1% |
| 3M | -6.6% | +11.0% | -17.6% | -6.6% |
| 6M | -1.6% | +12.7% | -14.4% | -1.5% |
| YTD | +9.5% | +24.8% | -15.4% | +8.0% |
| 1Y | +12.1% | +44.7% | -32.6% | +7.3% |
| All | +12.1% | +43.5% | -31.4% | +7.3% |
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 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