-36.6%
MOH vs XHB
+23.1%
-59.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.6% | +0.4% | +1.6% |
| 7D | +1.7% | -4.6% | +6.3% | +2.7% |
| 30D | -0.9% | -9.1% | +8.2% | +1.0% |
| 3M | +5.7% | -8.6% | +14.3% | +7.4% |
| 6M | +39.1% | -4.0% | +43.1% | +39.2% |
| YTD | +17.7% | -3.9% | +21.6% | +17.0% |
| 1Y | +8.4% | -16.5% | +24.8% | +11.6% |
| 3Y | -36.6% | +22.6% | -59.1% | -35.2% |
| All | -36.6% | +23.1% | -59.6% | -35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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