+10.9%
MO vs HWM
+26.9%
-16.0%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.0% | +3.4% | +1.1% |
| 7D | -1.0% | -12.5% | +11.5% | -2.1% |
| 30D | +5.8% | -19.0% | +24.8% | +3.6% |
| 3M | -4.5% | -8.6% | +4.1% | -5.5% |
| 6M | +5.7% | -10.2% | +15.9% | +4.9% |
| YTD | +23.1% | +11.3% | +11.8% | +22.2% |
| 1Y | +10.9% | +24.3% | -13.3% | +13.8% |
| All | +10.9% | +26.9% | -16.0% | +13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 1y: compounded portfolio wealth divided by compounded HWM 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…
1y analysis · Full analysis span regression · 6 months rolling