+797.8%
PH vs MOH
+264.4%
+533.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.0% | -0.3% | +1.4% |
| 7D | -1.3% | +1.7% | -3.0% | -1.6% |
| 30D | -11.0% | -0.9% | -10.1% | -10.9% |
| 3M | +5.5% | +5.7% | -0.2% | +3.9% |
| 6M | +1.5% | +39.1% | -37.7% | -5.3% |
| YTD | +8.8% | +17.7% | -8.9% | +3.3% |
| 1Y | +24.5% | +8.4% | +16.1% | +19.1% |
| 3Y | +141.2% | -36.6% | +177.7% | +145.2% |
| 5Y | +256.3% | -19.1% | +275.4% | +232.9% |
| All | +797.8% | +264.4% | +533.5% | +555.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 10y: compounded portfolio wealth divided by compounded MOH 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…
10y analysis · Full analysis span regression · 6 months rolling