+311.4%
MO vs HLT
+641.9%
-330.6%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.6% | +1.4% |
| 7D | -1.0% | -2.6% | +1.6% | -0.5% |
| 30D | +5.8% | -2.6% | +8.4% | +6.3% |
| 3M | -4.5% | -9.4% | +4.9% | -2.9% |
| 6M | +5.7% | +2.7% | +3.0% | +4.8% |
| YTD | +23.1% | +6.8% | +16.4% | +21.1% |
| 1Y | +10.9% | +12.4% | -1.4% | +7.9% |
| 3Y | +96.1% | +100.2% | -4.0% | +68.2% |
| 5Y | +100.1% | +143.7% | -43.7% | +61.0% |
| 10Y | +114.0% | +584.9% | -470.9% | +39.2% |
| All | +311.4% | +641.9% | -330.6% | +164.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling