-22.3%
MOH vs HRB
+114.1%
-136.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.5% | +1.4% | +1.9% |
| 7D | +1.7% | -8.0% | +9.7% | +3.4% |
| 30D | -0.9% | -16.0% | +15.1% | +2.6% |
| 3M | +5.7% | +26.9% | -21.2% | +0.5% |
| 6M | +39.1% | +51.1% | -12.0% | +26.6% |
| YTD | +17.7% | +7.1% | +10.6% | +16.3% |
| 1Y | +8.4% | -9.6% | +18.0% | +11.5% |
| 3Y | -36.6% | +25.4% | -62.0% | -39.9% |
| All | -22.3% | +114.1% | -136.4% | -35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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