+1,402.1%
MOH vs HRB
+354.1%
+1,048.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.6% | +3.7% | +3.3% |
| 7D | -1.3% | -12.2% | +10.9% | +2.3% |
| 30D | +3.0% | -3.0% | +5.9% | +3.5% |
| 3M | +1.2% | +21.7% | -20.5% | -4.9% |
| 6M | +41.7% | +52.3% | -10.6% | +23.0% |
| YTD | +15.4% | +6.5% | +8.9% | +10.8% |
| 1Y | +11.8% | -6.7% | +18.5% | +11.4% |
| 3Y | -37.5% | +25.1% | -62.6% | -43.8% |
| 5Y | -20.6% | +113.8% | -134.4% | -41.0% |
| 10Y | +255.8% | +204.8% | +51.0% | +114.5% |
| All | +1,402.1% | +354.1% | +1,048.0% | +649.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling