+248.6%
HD vs MO
+154.9%
+93.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.2% |
| 7D | +1.5% | +3.3% | -1.8% | +0.5% |
| 30D | +18.0% | +7.5% | +10.5% | +15.3% |
| 3M | +2.8% | +22.8% | -20.0% | -3.7% |
| 6M | +17.0% | +13.4% | +3.6% | +11.9% |
| YTD | +3.5% | +43.0% | -39.5% | -8.7% |
| 1Y | -2.6% | +45.2% | -47.8% | -14.5% |
| 3Y | +30.7% | +145.5% | -114.8% | -6.4% |
| 5Y | +6.2% | +157.1% | -150.8% | -26.4% |
| All | +248.6% | +154.9% | +93.7% | +125.4% |
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