+41.5%
MO vs THC
+49.8%
-8.4%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.4% | +1.3% |
| 7D | -0.8% | +0.2% | -1.0% | -0.8% |
| 30D | +8.0% | +9.0% | -1.0% | +7.3% |
| 3M | +20.9% | +12.9% | +8.0% | +19.9% |
| 6M | +16.3% | +52.8% | -36.5% | +14.4% |
| YTD | +40.7% | +47.4% | -6.7% | +38.5% |
| 1Y | +41.5% | +47.7% | -6.3% | +39.4% |
| All | +41.5% | +49.8% | -8.4% | +39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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