+94.5%
MO vs HAL
-7.2%
+101.7%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.9% | +4.2% | +1.4% |
| 7D | -1.0% | -3.3% | +2.3% | -0.9% |
| 30D | +5.8% | +7.2% | -1.4% | +5.5% |
| 3M | -4.5% | -8.8% | +4.3% | -4.1% |
| 6M | +5.7% | +3.0% | +2.8% | +5.8% |
| YTD | +23.1% | +29.4% | -6.3% | +22.4% |
| 1Y | +10.9% | +62.8% | -51.9% | +9.7% |
| All | +94.5% | -7.2% | +101.7% | +102.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HAL.
Daily Out/Under-Performance
Portfolio return minus HAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAL 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 3y: compounded portfolio wealth divided by compounded HAL 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…
3y analysis · Full analysis span regression · 6 months rolling