+130.0%
HL vs MMM
+74.0%
+56.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.5% |
| 7D | -11.1% | -0.4% | -10.7% | -10.9% |
| 30D | -12.1% | +12.1% | -24.2% | -16.1% |
| 3M | -26.1% | +1.4% | -27.5% | -26.5% |
| 6M | -37.7% | +26.6% | -64.3% | -43.7% |
| YTD | -31.7% | +16.8% | -48.5% | -36.1% |
| 1Y | -11.6% | +10.1% | -21.7% | -15.2% |
| 3Y | +249.6% | +158.4% | +91.2% | +122.6% |
| 5Y | +108.5% | +43.1% | +65.4% | +70.5% |
| All | +130.0% | +74.0% | +56.0% | +87.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MMM.
Daily Out/Under-Performance
Portfolio return minus MMM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MMM 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 10y: compounded portfolio wealth divided by compounded MMM 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…
10y analysis · Full analysis span regression · 6 months rolling