+141.6%
MO vs HWM
+355.2%
-213.6%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.3% | -0.9% | +1.4% |
| 7D | -0.8% | +5.0% | -5.8% | -0.6% |
| 30D | +8.0% | +1.5% | +6.5% | +8.1% |
| 3M | +20.9% | -20.3% | +41.2% | +20.0% |
| 6M | +16.3% | -18.0% | +34.3% | +15.7% |
| YTD | +40.7% | +9.5% | +31.2% | +40.2% |
| 1Y | +41.5% | +7.5% | +34.0% | +40.9% |
| All | +141.6% | +355.2% | -213.6% | +140.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling