+110.9%
MO vs HLT
+590.2%
-479.3%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +0.1% | -1.6% | +1.7% | +0.4% |
| 30D | +7.1% | -5.0% | +12.2% | +8.1% |
| 3M | -2.0% | -10.4% | +8.4% | -0.1% |
| 6M | +7.3% | +3.2% | +4.1% | +6.3% |
| YTD | +23.5% | +6.7% | +16.7% | +21.4% |
| 1Y | +11.0% | +10.3% | +0.7% | +8.3% |
| 3Y | +95.0% | +99.3% | -4.3% | +66.4% |
| 5Y | +100.6% | +143.7% | -43.1% | +59.7% |
| All | +110.9% | +590.2% | -479.3% | +41.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling