+97.6%
MO vs USHY
+49.7%
+47.9%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.8% |
| 7D | -1.0% | -0.7% | -0.3% | -0.3% |
| 30D | +5.8% | -0.5% | +6.3% | +6.3% |
| 3M | -4.5% | +0.5% | -5.0% | -5.0% |
| 6M | +5.7% | +1.5% | +4.2% | +4.1% |
| YTD | +23.1% | +1.7% | +21.4% | +20.9% |
| 1Y | +10.9% | +3.5% | +7.4% | +7.0% |
| 3Y | +96.1% | +27.2% | +69.0% | +53.4% |
| 5Y | +100.1% | +21.0% | +79.1% | +67.3% |
| All | +97.6% | +49.7% | +47.9% | +27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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