-36.6%
MOH vs HIG
+101.1%
-137.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.3% | +2.1% |
| 7D | +1.7% | -1.5% | +3.2% | +2.2% |
| 30D | -0.9% | -0.4% | -0.5% | -0.8% |
| 3M | +5.7% | +6.7% | -1.0% | +3.4% |
| 6M | +39.1% | +2.0% | +37.2% | +37.7% |
| YTD | +17.7% | +0.3% | +17.4% | +16.9% |
| 1Y | +8.4% | +4.2% | +4.2% | +5.9% |
| 3Y | -36.6% | +102.2% | -138.8% | -51.1% |
| All | -36.6% | +101.1% | -137.7% | -51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 3y: compounded portfolio wealth divided by compounded HIG 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…
3y analysis · Full analysis span regression · 6 months rolling