+100.1%
MO vs HBM
+336.0%
-235.9%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -7.5% | +8.9% | +1.4% |
| 7D | -1.0% | -3.7% | +2.7% | -1.0% |
| 30D | +5.8% | -3.7% | +9.4% | +5.8% |
| 3M | -4.5% | +8.0% | -12.5% | -4.7% |
| 6M | +5.7% | +15.8% | -10.0% | +5.0% |
| YTD | +23.1% | +34.4% | -11.3% | +21.4% |
| 1Y | +10.9% | +98.2% | -87.2% | +7.5% |
| 3Y | +96.1% | +476.6% | -380.4% | +73.7% |
| 5Y | +100.1% | +331.1% | -231.0% | +76.7% |
| All | +100.1% | +336.0% | -235.9% | +76.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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