+13.4%
MO vs HAL
-18.4%
+31.7%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.1% | -2.2% | +1.0% |
| 7D | +3.3% | +6.1% | -2.8% | +3.5% |
| 30D | +7.5% | +2.9% | +4.6% | +7.7% |
| 3M | +22.8% | +3.3% | +19.4% | +22.7% |
| 6M | +13.4% | -16.9% | +30.3% | +16.0% |
| All | +13.4% | -18.4% | +31.7% | +16.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling