+1,171.8%
MO vs HBM
+654.4%
+517.4%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.8% | -6.8% | -1.3% |
| 7D | -2.0% | +7.4% | -9.4% | -2.4% |
| 30D | -0.3% | +5.1% | -5.3% | -0.6% |
| 3M | -2.9% | +11.1% | -14.1% | -3.8% |
| 6M | +5.8% | +30.2% | -24.4% | +3.4% |
| YTD | +22.0% | +46.2% | -24.2% | +18.1% |
| 1Y | +10.7% | +120.0% | -109.4% | +4.2% |
| 3Y | +94.4% | +527.4% | -433.0% | +67.8% |
| 5Y | +97.2% | +400.4% | -303.2% | +69.3% |
| 10Y | +103.0% | +621.5% | -518.6% | +59.3% |
| All | +1,171.8% | +654.4% | +517.4% | +900.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling