+367.6%
HPE vs MMM
+79.9%
+287.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.6% |
| 7D | -9.7% | +7.0% | -16.7% | -13.5% |
| 30D | -34.8% | +18.4% | -53.1% | -41.4% |
| 3M | -12.1% | +4.5% | -16.6% | -15.1% |
| 6M | +53.7% | +33.4% | +20.3% | +27.6% |
| YTD | +101.9% | +20.0% | +82.0% | +77.4% |
| 1Y | +104.3% | +15.0% | +89.3% | +83.8% |
| 3Y | +223.1% | +165.0% | +58.1% | +62.8% |
| 5Y | +249.2% | +47.9% | +201.3% | +162.9% |
| All | +367.6% | +79.9% | +287.7% | +216.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling