+17,245.8%
MO vs HAL
+535.9%
+16,709.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.1% | -2.2% | +0.6% |
| 7D | +3.3% | +6.1% | -2.8% | +2.6% |
| 30D | +7.5% | +2.9% | +4.6% | +7.1% |
| 3M | +22.8% | +3.3% | +19.4% | +22.1% |
| 6M | +13.4% | -16.9% | +30.3% | +15.3% |
| YTD | +43.0% | +21.2% | +21.8% | +39.1% |
| 1Y | +45.2% | +27.5% | +17.7% | +40.4% |
| 3Y | +145.5% | -6.4% | +152.0% | +142.4% |
| 5Y | +157.1% | +58.0% | +99.1% | +134.3% |
| 10Y | +153.3% | -14.6% | +168.0% | +128.9% |
| All | +17,245.8% | +535.9% | +16,709.9% | +10,872.6% |
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