+25.0%
HL vs MO
+45.9%
-20.9%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | +1.4% | +11.8% | +14.0% |
| 7D | +0.2% | +6.9% | -6.7% | +4.3% |
| 30D | -12.1% | +14.9% | -27.0% | -4.3% |
| 3M | -2.8% | +16.4% | -19.3% | +6.9% |
| 6M | -14.9% | +9.6% | -24.5% | -7.7% |
| YTD | -22.0% | +41.8% | -63.9% | -6.1% |
| 1Y | +25.0% | +45.3% | -20.3% | +51.7% |
| All | +25.0% | +45.9% | -20.9% | +51.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling