+14,700.0%
MO vs HRB
+3,134.5%
+11,565.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.5% | +5.4% | +0.1% |
| 7D | -2.0% | -9.1% | +7.0% | -0.4% |
| 30D | -0.3% | +0.3% | -0.5% | -0.7% |
| 3M | -2.9% | +23.4% | -26.3% | -7.0% |
| 6M | +5.8% | +45.1% | -39.4% | -2.4% |
| YTD | +22.0% | +8.9% | +13.1% | +18.1% |
| 1Y | +10.7% | -7.9% | +18.6% | +10.4% |
| 3Y | +94.4% | +27.9% | +66.4% | +79.7% |
| 5Y | +97.2% | +108.3% | -11.1% | +62.7% |
| 10Y | +103.0% | +208.4% | -105.5% | +47.7% |
| All | +14,700.0% | +3,134.5% | +11,565.6% | +4,695.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling