+94.4%
MO vs HUT
+772.7%
-678.4%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.4% | -7.4% | -0.9% |
| 7D | -2.0% | +28.3% | -30.3% | -1.4% |
| 30D | -0.3% | +12.3% | -12.6% | +0.1% |
| 3M | -2.9% | -16.8% | +13.9% | -2.8% |
| 6M | +5.8% | +111.4% | -105.6% | +7.0% |
| YTD | +22.0% | +116.6% | -94.6% | +23.5% |
| 1Y | +10.7% | +290.5% | -279.8% | +12.5% |
| 3Y | +94.4% | +792.3% | -697.9% | +93.4% |
| All | +94.4% | +772.7% | -678.4% | +93.4% |
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