+248.1%
HD vs MO
+152.5%
+95.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -1.1% |
| 7D | -0.5% | +0.4% | -0.9% | -0.6% |
| 30D | +18.5% | +8.9% | +9.6% | +15.4% |
| 3M | +2.2% | +23.0% | -20.8% | -4.4% |
| 6M | +13.8% | +15.0% | -1.1% | +8.4% |
| YTD | +3.4% | +41.7% | -38.3% | -8.5% |
| 1Y | -3.5% | +43.3% | -46.8% | -15.0% |
| 3Y | +29.0% | +143.2% | -114.2% | -7.4% |
| 5Y | +6.1% | +154.7% | -148.6% | -26.3% |
| All | +248.1% | +152.5% | +95.6% | +125.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MO.
Daily Out/Under-Performance
Portfolio return minus MO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MO 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 MO 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