+540.2%
HPE vs MMM
+51.9%
+488.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.9% | +7.0% | +6.2% |
| 7D | +13.6% | -2.6% | +16.2% | +15.3% |
| 30D | +7.7% | -9.3% | +17.0% | +14.0% |
| 3M | +22.4% | +5.6% | +16.8% | +17.8% |
| 6M | +172.6% | +9.5% | +163.1% | +155.4% |
| YTD | +147.5% | +4.1% | +143.4% | +138.2% |
| 1Y | +151.8% | +9.4% | +142.4% | +134.0% |
| 3Y | +267.1% | +101.0% | +166.1% | +122.1% |
| 5Y | +362.8% | +26.1% | +336.6% | +287.0% |
| 10Y | +540.2% | +54.7% | +485.4% | +355.0% |
| All | +540.2% | +51.9% | +488.2% | +355.0% |
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