+116.4%
HPE vs MMM
+22.1%
+94.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +9.5% | -15.2% | -7.0% |
| 7D | -17.0% | +12.2% | -29.2% | -18.7% |
| 30D | -26.7% | +18.8% | -45.6% | -29.6% |
| 3M | -4.1% | +7.4% | -11.5% | -4.6% |
| 6M | +75.4% | +38.3% | +37.1% | +58.5% |
| YTD | +111.0% | +22.9% | +88.2% | +99.5% |
| 1Y | +116.4% | +23.0% | +93.4% | +89.5% |
| All | +116.4% | +22.1% | +94.4% | +89.5% |
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 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