+145.5%
MO vs HST
+87.2%
+58.4%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | +3.3% | +3.6% | -0.3% | +3.2% |
| 30D | +7.5% | +11.2% | -3.7% | +7.3% |
| 3M | +22.8% | +13.1% | +9.7% | +22.5% |
| 6M | +13.4% | +23.9% | -10.6% | +13.3% |
| YTD | +43.0% | +52.3% | -9.3% | +42.3% |
| 1Y | +45.2% | +56.7% | -11.4% | +44.4% |
| 3Y | +145.5% | +87.5% | +58.0% | +137.9% |
| All | +145.5% | +87.2% | +58.4% | +137.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling