+126.6%
MO vs HUT
+246.0%
-119.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.7% |
| 7D | +0.4% | +34.9% | -34.4% | +0.4% |
| 30D | +8.9% | -25.9% | +34.8% | +8.9% |
| 3M | +23.0% | -31.7% | +54.7% | +23.0% |
| 6M | +15.0% | -42.2% | +57.2% | +15.0% |
| YTD | +41.7% | +34.9% | +6.8% | +40.5% |
| 1Y | +43.3% | +48.5% | -5.2% | +41.9% |
| 3Y | +143.2% | +471.2% | -328.0% | +133.6% |
| 5Y | +154.7% | -18.9% | +173.6% | +145.0% |
| All | +126.6% | +246.0% | -119.5% | +120.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HUT.
Daily Out/Under-Performance
Portfolio return minus HUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUT 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 HUT 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