+97.5%
MO vs HUT
+78.5%
+19.0%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.6% | +3.2% | -0.4% |
| 7D | -2.4% | +18.9% | -21.3% | -2.3% |
| 30D | +3.6% | +12.0% | -8.4% | +3.6% |
| 3M | -3.7% | -14.9% | +11.1% | -3.6% |
| 6M | +4.5% | +96.8% | -92.3% | +4.0% |
| YTD | +21.5% | +108.8% | -87.3% | +20.7% |
| 1Y | +9.5% | +227.4% | -217.8% | +8.1% |
| 3Y | +93.6% | +760.3% | -666.7% | +84.0% |
| 5Y | +97.5% | +86.1% | +11.4% | +78.7% |
| All | +97.5% | +78.5% | +19.0% | +78.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling