+396.0%
HPE vs MO
+99.8%
+296.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +0.3% | +12.2% | +12.5% |
| 7D | +19.4% | +0.1% | +19.3% | +19.4% |
| 30D | +5.6% | +7.1% | -1.5% | +6.1% |
| 3M | +33.1% | -2.0% | +35.0% | +32.7% |
| 6M | +192.5% | +7.3% | +185.2% | +189.3% |
| YTD | +160.9% | +23.5% | +137.5% | +153.9% |
| 1Y | +155.0% | +11.0% | +144.0% | +151.1% |
| 3Y | +289.4% | +95.0% | +194.4% | +229.4% |
| All | +396.0% | +99.8% | +296.2% | +306.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling