-12.8%
MOH vs ALHC
-33.8%
+21.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.2% | +3.1% | +2.1% |
| 7D | +1.7% | -6.9% | +8.6% | +2.7% |
| 30D | -0.9% | -6.7% | +5.8% | +0.1% |
| 3M | +5.7% | -37.7% | +43.4% | +11.9% |
| 6M | +39.1% | -30.0% | +69.1% | +43.2% |
| YTD | +17.7% | -36.2% | +53.8% | +22.6% |
| 1Y | +8.4% | -22.9% | +31.3% | +9.8% |
| 3Y | -36.6% | +138.4% | -174.9% | -45.6% |
| 5Y | -19.1% | -32.8% | +13.7% | -26.5% |
| All | -12.8% | -33.8% | +21.0% | -22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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