+102.7%
MO vs HIG
+116.1%
-13.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | +0.1% | -1.5% | +1.6% | +0.6% |
| 30D | +7.1% | -0.4% | +7.5% | +7.3% |
| 3M | -2.0% | +6.7% | -8.6% | -3.6% |
| 6M | +7.3% | +2.0% | +5.3% | +6.7% |
| YTD | +23.5% | +0.3% | +23.2% | +23.2% |
| 1Y | +11.0% | +4.2% | +6.8% | +9.4% |
| 3Y | +95.0% | +102.2% | -7.2% | +55.6% |
| All | +102.7% | +116.1% | -13.4% | +54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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