+1,402.1%
MOH vs HIG
+342.7%
+1,059.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.2% | +3.0% | +3.1% |
| 7D | -1.3% | -2.3% | +1.0% | -0.9% |
| 30D | +3.0% | -1.2% | +4.2% | +3.2% |
| 3M | +1.2% | +6.3% | -5.1% | 0.0% |
| 6M | +41.7% | +0.6% | +41.1% | +41.3% |
| YTD | +15.4% | +0.6% | +14.8% | +15.0% |
| 1Y | +11.8% | +6.1% | +5.7% | +10.3% |
| 3Y | -37.5% | +102.0% | -139.5% | -45.3% |
| 5Y | -20.6% | +119.2% | -139.9% | -31.9% |
| 10Y | +255.8% | +312.5% | -56.7% | +165.3% |
| All | +1,402.1% | +342.7% | +1,059.4% | +878.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling