+97.2%
MO vs HST
+72.4%
+24.8%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | -2.0% | +2.0% | -4.0% | -2.2% |
| 30D | -0.3% | -5.2% | +5.0% | +0.3% |
| 3M | -2.9% | -6.2% | +3.3% | -2.3% |
| 6M | +5.8% | +20.4% | -14.7% | +3.9% |
| YTD | +22.0% | +30.6% | -8.6% | +18.6% |
| 1Y | +10.7% | +37.4% | -26.7% | +7.0% |
| 3Y | +94.4% | +66.1% | +28.3% | +81.6% |
| 5Y | +97.2% | +73.7% | +23.5% | +82.7% |
| All | +97.2% | +72.4% | +24.8% | +82.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling