+153.0%
MO vs HDB
-22.0%
+174.9%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.4% |
| 7D | -0.8% | +6.9% | -7.7% | -1.1% |
| 30D | +8.0% | +15.2% | -7.2% | +7.3% |
| 3M | +20.9% | +11.7% | +9.2% | +20.2% |
| 6M | +16.3% | +7.5% | +8.8% | +15.7% |
| YTD | +40.7% | -28.8% | +69.5% | +43.2% |
| 1Y | +41.5% | -29.1% | +70.6% | +44.0% |
| 3Y | +141.5% | -7.0% | +148.5% | +140.9% |
| All | +153.0% | -22.0% | +174.9% | +155.0% |
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