+134.5%
MO vs HAS
+181.4%
-46.9%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.9% |
| 7D | -2.4% | -0.2% | -2.3% | -2.4% |
| 30D | +9.7% | +31.0% | -21.3% | +8.4% |
| 3M | +14.1% | +30.7% | -16.5% | +12.8% |
| 6M | +11.9% | +23.9% | -12.0% | +10.8% |
| YTD | +38.4% | +48.3% | -9.9% | +36.0% |
| 1Y | +41.9% | +60.2% | -18.3% | +38.9% |
| 3Y | +134.5% | +189.2% | -54.7% | +109.4% |
| All | +134.5% | +181.4% | -46.9% | +109.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling