+717.5%
HPE vs MO
+135.1%
+582.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.4% | +5.5% | +5.2% |
| 7D | +13.6% | -2.4% | +16.0% | +14.4% |
| 30D | +7.7% | +3.6% | +4.1% | +6.4% |
| 3M | +22.4% | -3.7% | +26.1% | +22.2% |
| 6M | +172.6% | +4.5% | +168.1% | +162.2% |
| YTD | +147.5% | +21.5% | +126.0% | +123.7% |
| 1Y | +151.8% | +9.5% | +142.3% | +135.9% |
| 3Y | +267.1% | +93.6% | +173.5% | +158.3% |
| 5Y | +362.8% | +97.5% | +265.3% | +216.5% |
| 10Y | +540.2% | +111.2% | +429.0% | +278.4% |
| All | +717.5% | +135.1% | +582.4% | +339.4% |
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 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