+137.8%
HL vs MMM
+48.8%
+89.0%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +0.4% | -7.7% | -7.4% |
| 7D | +8.2% | +7.0% | +1.2% | +5.3% |
| 30D | -16.3% | +18.4% | -34.7% | -22.0% |
| 3M | -18.6% | +4.5% | -23.0% | -20.1% |
| 6M | -23.2% | +33.4% | -56.6% | -31.9% |
| YTD | -25.5% | +20.0% | -45.4% | -31.1% |
| 1Y | -4.8% | +15.0% | -19.8% | -10.4% |
| 3Y | +281.4% | +165.0% | +116.4% | +134.9% |
| 5Y | +137.8% | +47.9% | +89.9% | +95.7% |
| All | +137.8% | +48.8% | +89.0% | +95.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling