+128.7%
MO vs HUT
+221.4%
-92.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -7.1% | +8.0% | +0.9% |
| 7D | +3.3% | +9.3% | -6.0% | +3.3% |
| 30D | +7.5% | -23.1% | +30.6% | +7.6% |
| 3M | +22.8% | -30.6% | +53.4% | +22.8% |
| 6M | +13.4% | -46.9% | +60.2% | +13.4% |
| YTD | +43.0% | +25.3% | +17.7% | +41.8% |
| 1Y | +45.2% | +59.8% | -14.6% | +43.6% |
| 3Y | +145.5% | +467.2% | -321.7% | +135.7% |
| 5Y | +157.1% | -24.6% | +181.7% | +147.3% |
| All | +128.7% | +221.4% | -92.8% | +122.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling