+99.2%
MO vs HAS
+12.9%
+86.3%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.8% |
| 7D | +0.3% | -1.8% | +2.1% | +0.5% |
| 30D | +0.6% | +2.3% | -1.6% | +0.4% |
| 3M | -1.0% | +10.4% | -11.3% | -2.0% |
| 6M | +4.3% | -3.2% | +7.6% | +4.5% |
| YTD | +23.3% | +15.4% | +7.9% | +20.8% |
| 1Y | +10.5% | +18.8% | -8.3% | +7.8% |
| 3Y | +96.3% | +43.9% | +52.3% | +83.2% |
| All | +99.2% | +12.9% | +86.3% | +98.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling