+138.8%
ZBH vs MOH
+1,358.8%
-1,220.0%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.0% | -0.8% | +0.8% |
| 7D | -4.7% | +1.7% | -6.4% | -5.0% |
| 30D | -4.5% | -0.9% | -3.6% | -4.4% |
| 3M | +7.6% | +5.7% | +1.9% | +6.2% |
| 6M | +0.3% | +39.1% | -38.8% | -6.2% |
| YTD | +4.5% | +17.7% | -13.2% | -0.5% |
| 1Y | -9.4% | +8.4% | -17.8% | -13.0% |
| 3Y | -21.5% | -36.6% | +15.1% | -19.6% |
| 5Y | -28.4% | -19.1% | -9.3% | -30.6% |
| 10Y | -16.5% | +262.8% | -279.4% | -40.9% |
| All | +138.8% | +1,358.8% | -1,220.0% | +33.5% |
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