-20.6%
MOH vs ALHC
-31.9%
+11.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.1% | +5.2% | +3.5% |
| 7D | -1.3% | -5.8% | +4.5% | -0.4% |
| 30D | +3.0% | -3.3% | +6.3% | +3.5% |
| 3M | +1.2% | -37.9% | +39.1% | +7.5% |
| 6M | +41.7% | -29.5% | +71.2% | +45.9% |
| YTD | +15.4% | -35.4% | +50.8% | +20.3% |
| 1Y | +11.8% | -22.4% | +34.2% | +13.2% |
| 3Y | -37.5% | +146.3% | -183.8% | -47.4% |
| 5Y | -20.6% | -32.0% | +11.3% | -27.9% |
| All | -20.6% | -31.9% | +11.2% | -27.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling