+5,283.7%
MO vs HIG
+980.5%
+4,303.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +0.9% | -0.8% |
| 7D | -2.0% | -1.1% | -0.9% | -1.9% |
| 30D | -0.3% | -4.9% | +4.6% | +0.3% |
| 3M | -2.9% | +6.8% | -9.7% | -3.6% |
| 6M | +5.8% | -1.7% | +7.5% | +5.9% |
| YTD | +22.0% | -0.2% | +22.2% | +22.0% |
| 1Y | +10.7% | +5.7% | +5.0% | +10.0% |
| 3Y | +94.4% | +100.3% | -5.9% | +80.4% |
| 5Y | +97.2% | +118.5% | -21.3% | +80.9% |
| 10Y | +103.0% | +309.7% | -206.8% | +72.8% |
| All | +5,283.7% | +980.5% | +4,303.3% | +2,957.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling