+14,854.2%
MO vs HAL
+597.8%
+14,256.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.8% |
| 7D | +0.3% | +2.9% | -2.6% | 0.0% |
| 30D | +0.6% | +17.0% | -16.4% | -1.2% |
| 3M | -1.0% | -9.7% | +8.7% | -0.1% |
| 6M | +4.3% | +8.6% | -4.3% | +3.0% |
| YTD | +23.3% | +33.0% | -9.7% | +18.9% |
| 1Y | +10.5% | +68.3% | -57.9% | +3.4% |
| 3Y | +96.3% | +0.1% | +96.2% | +92.4% |
| 5Y | +98.9% | +102.6% | -3.7% | +76.1% |
| 10Y | +103.6% | +3.8% | +99.8% | +80.3% |
| All | +14,854.2% | +597.8% | +14,256.4% | +9,272.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling