+155.7%
MO vs HDB
+63.5%
+92.2%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.5% | +0.8% |
| 7D | +3.3% | +2.7% | +0.6% | +2.9% |
| 30D | +7.5% | +14.1% | -6.6% | +5.2% |
| 3M | +22.8% | +11.8% | +10.9% | +20.4% |
| 6M | +13.4% | +8.2% | +5.2% | +11.4% |
| YTD | +43.0% | -29.3% | +72.3% | +50.7% |
| 1Y | +45.2% | -28.8% | +74.0% | +52.8% |
| 3Y | +145.5% | -7.5% | +153.0% | +142.9% |
| 5Y | +157.1% | -23.1% | +180.1% | +160.2% |
| All | +155.7% | +63.5% | +92.2% | +123.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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