+138.2%
MO vs HUT
+398.0%
-259.7%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.7% |
| 7D | -0.8% | -10.9% | +10.2% | -1.0% |
| 30D | +6.5% | -32.6% | +39.1% | +5.6% |
| 3M | +18.3% | -33.7% | +52.1% | +17.5% |
| 6M | +15.6% | -42.3% | +57.9% | +14.7% |
| YTD | +38.8% | +23.6% | +15.2% | +39.4% |
| 1Y | +41.6% | +20.4% | +21.3% | +42.3% |
| 3Y | +138.2% | +423.2% | -285.0% | +135.0% |
| All | +138.2% | +398.0% | -259.7% | +135.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling