-22.3%
MOH vs CHD
+20.9%
-43.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.7% | +1.9% |
| 7D | +1.7% | -4.5% | +6.2% | +3.4% |
| 30D | -0.9% | -6.7% | +5.8% | +1.6% |
| 3M | +5.7% | -2.7% | +8.4% | +6.6% |
| 6M | +39.1% | -4.9% | +44.1% | +41.1% |
| YTD | +17.7% | +13.3% | +4.3% | +11.9% |
| 1Y | +8.4% | +1.0% | +7.4% | +7.3% |
| 3Y | -36.6% | +1.3% | -37.9% | -37.2% |
| All | -22.3% | +20.9% | -43.2% | -28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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