+153.1%
MO vs THC
+267.4%
-114.3%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +7.4% |
| 3M | +20.9% | +12.9% | +8.0% | +19.9% |
| 6M | +16.3% | +52.8% | -36.5% | +13.2% |
| YTD | +40.7% | +47.4% | -6.7% | +37.0% |
| 1Y | +41.5% | +47.7% | -6.3% | +37.6% |
| 3Y | +141.5% | +444.7% | -303.1% | +112.1% |
| 5Y | +153.1% | +269.3% | -116.2% | +128.2% |
| All | +153.1% | +267.4% | -114.3% | +128.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling