-14.0%
HL vs MMM
+12.5%
-26.4%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.4% | -4.1% | -4.4% |
| 7D | -7.6% | -0.8% | -6.8% | -7.0% |
| 30D | -17.5% | +14.4% | -31.9% | -25.0% |
| 3M | -26.2% | +1.8% | -28.0% | -26.8% |
| 6M | -35.1% | +31.3% | -66.4% | -48.2% |
| YTD | -30.4% | +18.0% | -48.4% | -43.6% |
| 1Y | -14.0% | +10.9% | -24.8% | -18.8% |
| All | -14.0% | +12.5% | -26.4% | -18.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling