+112.0%
MO vs HAS
+56.6%
+55.5%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.4% | -0.7% |
| 7D | -2.0% | -3.1% | +1.1% | -1.5% |
| 30D | -0.3% | -2.7% | +2.4% | +0.1% |
| 3M | -2.9% | +8.9% | -11.9% | -4.3% |
| 6M | +5.8% | -2.9% | +8.7% | +5.8% |
| YTD | +22.0% | +12.6% | +9.4% | +19.0% |
| 1Y | +10.7% | +17.5% | -6.8% | +7.0% |
| 3Y | +94.4% | +46.2% | +48.2% | +77.7% |
| 5Y | +97.2% | +12.6% | +84.6% | +86.6% |
| All | +112.0% | +56.6% | +55.5% | +84.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 10y: compounded portfolio wealth divided by compounded HAS 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…
10y analysis · Full analysis span regression · 6 months rolling