+111.2%
MO vs HST
+101.1%
+10.1%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -2.4% | -0.3% | -2.1% | -2.3% |
| 30D | +3.6% | -2.8% | +6.4% | +4.1% |
| 3M | -3.7% | -6.5% | +2.8% | -2.6% |
| 6M | +4.5% | +20.7% | -16.2% | +0.7% |
| YTD | +21.5% | +30.5% | -8.9% | +15.2% |
| 1Y | +9.5% | +36.8% | -27.3% | +2.7% |
| 3Y | +93.6% | +65.9% | +27.7% | +71.9% |
| 5Y | +97.5% | +73.9% | +23.6% | +69.0% |
| 10Y | +111.2% | +107.0% | +4.1% | +73.7% |
| All | +111.2% | +101.1% | +10.1% | +73.7% |
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