+206.4%
HD vs MO
+114.7%
+91.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.9% |
| 7D | -3.8% | +0.1% | -4.0% | -3.9% |
| 30D | -9.4% | +7.1% | -16.6% | -11.5% |
| 3M | -4.6% | -2.0% | -2.6% | -4.3% |
| 6M | -10.1% | +7.3% | -17.4% | -12.8% |
| YTD | -8.3% | +23.5% | -31.8% | -15.3% |
| 1Y | -25.0% | +11.0% | -36.0% | -28.4% |
| 3Y | +1.5% | +95.0% | -93.5% | -21.5% |
| 5Y | +5.6% | +100.6% | -95.1% | -20.3% |
| All | +206.4% | +114.7% | +91.7% | +111.8% |
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