+921.5%
MOH vs XHB
+157.1%
+764.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.3% | +5.5% | +4.1% |
| 7D | -1.3% | -5.2% | +3.9% | +0.8% |
| 30D | +3.0% | -12.1% | +15.1% | +8.3% |
| 3M | +1.2% | -6.2% | +7.4% | +3.1% |
| 6M | +41.7% | -6.7% | +48.4% | +43.8% |
| YTD | +15.4% | -5.5% | +20.9% | +15.9% |
| 1Y | +11.8% | -15.6% | +27.4% | +17.5% |
| 3Y | -37.5% | +22.0% | -59.5% | -45.3% |
| 5Y | -20.6% | +31.8% | -52.5% | -34.7% |
| 10Y | +255.8% | +208.1% | +47.7% | +96.8% |
| All | +921.5% | +157.1% | +764.4% | +374.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling