+59.1%
HL vs MMM
+2,854.2%
-2,795.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.5% |
| 7D | +1.5% | -3.3% | +4.8% | +2.6% |
| 30D | +25.1% | -7.0% | +32.1% | +28.1% |
| 3M | +22.9% | +10.8% | +12.1% | +18.6% |
| 6M | -4.9% | +5.8% | -10.7% | -6.7% |
| YTD | +7.8% | +6.8% | +1.1% | +5.5% |
| 1Y | +133.9% | +10.4% | +123.5% | +125.5% |
| 3Y | +380.9% | +104.7% | +276.2% | +268.8% |
| 5Y | +230.2% | +23.6% | +206.7% | +196.2% |
| 10Y | +265.6% | +54.1% | +211.4% | +199.2% |
| All | +59.1% | +2,854.2% | -2,795.1% | +22.5% |
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