+155.7%
MO vs HAS
+97.5%
+58.1%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.0% |
| 7D | +3.3% | +1.4% | +1.9% | +3.1% |
| 30D | +7.5% | +26.3% | -18.7% | +3.7% |
| 3M | +22.8% | +25.6% | -2.8% | +18.4% |
| 6M | +13.4% | +30.3% | -16.9% | +8.5% |
| YTD | +43.0% | +50.4% | -7.4% | +33.3% |
| 1Y | +45.2% | +57.7% | -12.5% | +34.2% |
| 3Y | +145.5% | +213.4% | -67.8% | +96.6% |
| 5Y | +157.1% | +49.1% | +108.0% | +133.1% |
| All | +155.7% | +97.5% | +58.1% | +117.3% |
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