+4,777.8%
PH vs MOH
+1,286.6%
+3,491.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.5% |
| 7D | 0.0% | -4.2% | +4.2% | +0.8% |
| 30D | -10.3% | -2.4% | -7.9% | -9.9% |
| 3M | +5.1% | -4.4% | +9.5% | +5.4% |
| 6M | +2.3% | +32.9% | -30.6% | -4.3% |
| YTD | +8.7% | +11.9% | -3.2% | +3.8% |
| 1Y | +26.8% | +6.9% | +19.8% | +21.1% |
| 3Y | +139.2% | -39.4% | +178.6% | +145.1% |
| 5Y | +251.1% | -25.0% | +276.1% | +238.5% |
| 10Y | +812.6% | +244.9% | +567.7% | +510.4% |
| All | +4,777.8% | +1,286.6% | +3,491.1% | +2,244.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling