+145.9%
MO vs HAS
+102.4%
+43.6%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.6% |
| 7D | -0.8% | +3.3% | -4.0% | -1.3% |
| 30D | +6.5% | +30.5% | -24.0% | +2.2% |
| 3M | +18.3% | +29.9% | -11.6% | +13.6% |
| 6M | +15.6% | +26.5% | -11.0% | +11.1% |
| YTD | +38.8% | +51.9% | -13.1% | +29.2% |
| 1Y | +41.6% | +60.9% | -19.3% | +30.5% |
| 3Y | +138.2% | +215.0% | -76.7% | +90.8% |
| 5Y | +150.5% | +51.5% | +99.0% | +126.6% |
| All | +145.9% | +102.4% | +43.6% | +106.8% |
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