+14,854.2%
MO vs HST
+1,330.6%
+13,523.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -0.9% |
| 7D | +0.3% | -1.0% | +1.4% | +0.5% |
| 30D | +0.6% | -12.3% | +12.9% | +2.3% |
| 3M | -1.0% | -6.4% | +5.4% | -0.2% |
| 6M | +4.3% | +15.0% | -10.7% | +2.3% |
| YTD | +23.3% | +30.5% | -7.2% | +18.8% |
| 1Y | +10.5% | +35.7% | -25.2% | +5.8% |
| 3Y | +96.3% | +68.4% | +27.9% | +80.9% |
| 5Y | +98.9% | +73.1% | +25.8% | +80.3% |
| 10Y | +103.6% | +92.7% | +10.9% | +76.9% |
| All | +14,854.2% | +1,330.6% | +13,523.5% | +8,046.5% |
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