+153.3%
MO vs HST
+133.9%
+19.4%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +0.9% |
| 7D | +0.4% | +3.6% | -3.2% | -0.2% |
| 30D | +8.9% | +9.9% | -1.0% | +7.0% |
| 3M | +23.0% | +12.9% | +10.0% | +20.1% |
| 6M | +15.0% | +22.9% | -7.9% | +10.5% |
| YTD | +41.7% | +52.4% | -10.7% | +30.4% |
| 1Y | +43.3% | +52.5% | -9.2% | +31.8% |
| 3Y | +143.2% | +87.4% | +55.7% | +111.3% |
| 5Y | +154.7% | +82.9% | +71.8% | +117.0% |
| All | +153.3% | +133.9% | +19.4% | +108.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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