+102.7%
MO vs HRB
+114.1%
-11.3%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.3% | +0.2% |
| 7D | +0.1% | -8.0% | +8.2% | +0.9% |
| 30D | +7.1% | -16.0% | +23.1% | +8.9% |
| 3M | -2.0% | +26.9% | -28.8% | -4.1% |
| 6M | +7.3% | +51.1% | -43.8% | +3.1% |
| YTD | +23.5% | +7.1% | +16.4% | +23.3% |
| 1Y | +11.0% | -9.6% | +20.6% | +13.2% |
| 3Y | +95.0% | +25.4% | +69.6% | +88.4% |
| All | +102.7% | +114.1% | -11.3% | +82.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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