+97.1%
MO vs HUT
+422.3%
-325.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +6.2% | -7.1% | -0.9% |
| 7D | +0.3% | +17.8% | -17.5% | +0.3% |
| 30D | +0.6% | +0.8% | -0.2% | +0.6% |
| 3M | -1.0% | -26.8% | +25.8% | -0.9% |
| 6M | +4.3% | +72.6% | -68.2% | +3.7% |
| YTD | +23.3% | +103.6% | -80.3% | +22.2% |
| 1Y | +10.5% | +265.3% | -254.8% | +8.7% |
| 3Y | +96.3% | +689.4% | -593.1% | +88.6% |
| 5Y | +98.9% | +75.3% | +23.5% | +90.5% |
| All | +97.1% | +422.3% | -325.2% | +91.6% |
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