+2.7%
HL vs MMM
+3,164.0%
-3,161.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.4% | -4.1% | -5.0% |
| 7D | -7.6% | -0.8% | -6.8% | -7.3% |
| 30D | -17.5% | +14.4% | -31.9% | -21.1% |
| 3M | -26.2% | +1.8% | -28.0% | -26.6% |
| 6M | -35.1% | +31.3% | -66.4% | -40.8% |
| YTD | -30.4% | +18.0% | -48.4% | -34.1% |
| 1Y | -14.0% | +10.9% | -24.8% | -16.8% |
| 3Y | +256.3% | +160.6% | +95.7% | +152.5% |
| 5Y | +112.5% | +44.5% | +68.0% | +81.2% |
| 10Y | +131.3% | +75.9% | +55.4% | +81.4% |
| All | +2.7% | +3,164.0% | -3,161.3% | -23.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling