+256.9%
HL vs MO
+114.7%
+142.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.3% |
| 7D | -4.4% | +0.1% | -4.5% | -4.4% |
| 30D | +9.3% | +7.1% | +2.2% | +6.8% |
| 3M | +32.0% | -2.0% | +33.9% | +31.3% |
| 6M | -6.4% | +7.3% | -13.7% | -10.8% |
| YTD | +3.1% | +23.5% | -20.3% | -7.3% |
| 1Y | +77.6% | +11.0% | +66.6% | +65.4% |
| 3Y | +392.8% | +95.0% | +297.8% | +246.4% |
| 5Y | +234.1% | +100.6% | +133.5% | +130.5% |
| All | +256.9% | +114.7% | +142.2% | +102.2% |
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