+106.0%
MO vs HWM
+1,494.1%
-1,388.1%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.8% |
| 7D | +0.3% | -2.1% | +2.4% | +0.6% |
| 30D | +0.6% | -11.0% | +11.6% | +2.4% |
| 3M | -1.0% | +4.0% | -5.0% | -2.1% |
| 6M | +4.3% | -0.2% | +4.6% | +3.5% |
| YTD | +23.3% | +26.7% | -3.4% | +17.2% |
| 1Y | +10.5% | +44.7% | -34.3% | +2.4% |
| 3Y | +96.3% | +426.1% | -329.8% | +38.3% |
| 5Y | +98.9% | +738.5% | -639.6% | +25.4% |
| All | +106.0% | +1,494.1% | -1,388.1% | +11.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling