+417.4%
HL vs MMM
+105.1%
+312.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.4% | -0.9% |
| 7D | +7.1% | -1.6% | +8.7% | +7.6% |
| 30D | +21.4% | -8.0% | +29.5% | +25.0% |
| 3M | +37.4% | +9.4% | +28.1% | +33.2% |
| 6M | +0.4% | +10.2% | -9.8% | -3.0% |
| YTD | +6.7% | +6.1% | +0.6% | +4.1% |
| 1Y | +102.4% | +10.8% | +91.6% | +95.2% |
| 3Y | +417.4% | +104.8% | +312.6% | +308.8% |
| All | +417.4% | +105.1% | +312.3% | +308.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling