+276.2%
HL vs MMM
+55.3%
+220.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.9% | +3.8% | +2.7% |
| 7D | +0.4% | -2.6% | +3.0% | +1.5% |
| 30D | +18.8% | -9.3% | +28.1% | +23.7% |
| 3M | +43.7% | +5.6% | +38.1% | +40.3% |
| 6M | -1.0% | +9.5% | -10.5% | -4.8% |
| YTD | +8.7% | +4.1% | +4.6% | +6.6% |
| 1Y | +105.0% | +9.4% | +95.6% | +96.5% |
| 3Y | +427.3% | +101.0% | +326.3% | +274.3% |
| 5Y | +249.3% | +26.1% | +223.2% | +200.9% |
| All | +276.2% | +55.3% | +220.9% | +246.0% |
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