+150.5%
MO vs HUT
-28.2%
+178.7%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.7% |
| 7D | -0.8% | -10.9% | +10.2% | -0.8% |
| 30D | +6.5% | -32.6% | +39.1% | +6.4% |
| 3M | +18.3% | -33.7% | +52.1% | +18.2% |
| 6M | +15.6% | -42.3% | +57.9% | +15.4% |
| YTD | +38.8% | +23.6% | +15.2% | +37.5% |
| 1Y | +41.6% | +20.4% | +21.3% | +40.2% |
| 3Y | +138.2% | +423.2% | -285.0% | +124.1% |
| 5Y | +150.5% | -19.4% | +169.9% | +119.7% |
| All | +150.5% | -28.2% | +178.7% | +119.7% |
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