+97.5%
MO vs HDB
-38.7%
+136.2%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | -0.3% |
| 7D | -2.4% | -4.9% | +2.5% | -2.1% |
| 30D | +3.6% | -5.8% | +9.4% | +3.9% |
| 3M | -3.7% | -5.2% | +1.5% | -3.6% |
| 6M | +4.5% | -25.7% | +30.2% | +6.2% |
| YTD | +21.5% | -39.6% | +61.1% | +25.0% |
| 1Y | +9.5% | -36.9% | +46.4% | +12.4% |
| 3Y | +93.6% | -29.7% | +123.3% | +96.3% |
| 5Y | +97.5% | -37.8% | +135.3% | +105.2% |
| All | +97.5% | -38.7% | +136.2% | +105.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling