+4,771.3%
SHW vs MOH
+1,286.6%
+3,484.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.5% |
| 7D | -3.2% | -4.2% | +1.0% | -2.5% |
| 30D | -11.4% | -2.4% | -9.0% | -11.1% |
| 3M | +3.5% | -4.4% | +7.9% | +3.9% |
| 6M | -3.4% | +32.9% | -36.3% | -8.6% |
| YTD | -0.3% | +11.9% | -12.2% | -4.1% |
| 1Y | -10.4% | +6.9% | -17.4% | -13.7% |
| 3Y | +21.3% | -39.4% | +60.7% | +24.9% |
| 5Y | +12.9% | -25.0% | +37.8% | +11.2% |
| 10Y | +284.1% | +244.9% | +39.2% | +185.1% |
| All | +4,771.3% | +1,286.6% | +3,484.7% | +2,627.3% |
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