+949.4%
IJH vs MOH
+1,358.8%
-409.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.2% | +0.4% |
| 7D | -1.9% | +1.7% | -3.6% | -2.2% |
| 30D | -4.6% | -0.9% | -3.7% | -4.5% |
| 3M | -1.2% | +5.7% | -6.9% | -2.6% |
| 6M | +9.4% | +39.1% | -29.7% | +1.9% |
| YTD | +13.3% | +17.7% | -4.4% | +7.3% |
| 1Y | +13.4% | +8.4% | +5.0% | +8.3% |
| 3Y | +50.4% | -36.6% | +87.0% | +53.0% |
| 5Y | +49.0% | -19.1% | +68.0% | +42.6% |
| 10Y | +182.6% | +262.8% | -80.2% | +91.0% |
| All | +949.4% | +1,358.8% | -409.4% | +381.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling