+60.4%
HL vs MO
+15,083.2%
-15,022.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.0% |
| 7D | +0.4% | -2.4% | +2.8% | +0.8% |
| 30D | +18.8% | +3.6% | +15.2% | +18.0% |
| 3M | +43.7% | -3.7% | +47.4% | +43.8% |
| 6M | -1.0% | +4.5% | -5.6% | -2.9% |
| YTD | +8.7% | +21.5% | -12.8% | +3.3% |
| 1Y | +105.0% | +9.5% | +95.5% | +98.2% |
| 3Y | +427.3% | +93.6% | +333.7% | +349.5% |
| 5Y | +249.3% | +97.5% | +151.8% | +196.7% |
| 10Y | +284.2% | +111.2% | +173.0% | +217.6% |
| All | +60.4% | +15,083.2% | -15,022.8% | +35.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling