+45.3%
MO vs HLT
+46.7%
-1.3%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.5% | -2.1% | +1.1% |
| 7D | +6.9% | +7.7% | -0.8% | +6.3% |
| 30D | +14.9% | +19.1% | -4.2% | +13.7% |
| 3M | +16.4% | +20.7% | -4.3% | +15.3% |
| 6M | +9.6% | +21.0% | -11.5% | +8.5% |
| YTD | +41.8% | +31.3% | +10.6% | +38.7% |
| 1Y | +45.3% | +45.9% | -0.5% | +38.8% |
| All | +45.3% | +46.7% | -1.3% | +38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 1y: compounded portfolio wealth divided by compounded HLT 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…
1y analysis · Full analysis span regression · 6 months rolling