+16,970.1%
MO vs HST
+1,587.7%
+15,382.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +1.4% |
| 7D | -0.8% | -1.3% | +0.5% | -0.7% |
| 30D | +8.0% | +13.4% | -5.4% | +6.2% |
| 3M | +20.9% | +16.7% | +4.2% | +18.4% |
| 6M | +16.3% | +24.0% | -7.7% | +13.0% |
| YTD | +40.7% | +54.0% | -13.2% | +32.6% |
| 1Y | +41.5% | +55.0% | -13.6% | +33.2% |
| 3Y | +141.5% | +89.3% | +52.2% | +119.4% |
| 5Y | +153.1% | +85.4% | +67.7% | +127.4% |
| 10Y | +149.3% | +137.1% | +12.2% | +110.9% |
| All | +16,970.1% | +1,587.7% | +15,382.4% | +8,998.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling