+2,708.0%
MO vs HDB
+3,812.1%
-1,104.1%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.4% | -0.8% |
| 7D | +0.3% | +0.4% | -0.1% | +0.3% |
| 30D | +0.6% | -2.8% | +3.5% | +1.1% |
| 3M | -1.0% | -3.5% | +2.6% | -0.7% |
| 6M | +4.3% | -24.7% | +29.1% | +8.4% |
| YTD | +23.3% | -36.6% | +59.8% | +31.3% |
| 1Y | +10.5% | -34.4% | +44.8% | +17.0% |
| 3Y | +96.3% | -24.4% | +120.7% | +101.3% |
| 5Y | +98.9% | -35.4% | +134.2% | +106.4% |
| 10Y | +103.6% | +39.5% | +64.1% | +82.4% |
| All | +2,708.0% | +3,812.1% | -1,104.1% | +1,468.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling