+114.4%
HPE vs MMM
+9.8%
+104.6%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.4% | -2.3% | -3.4% |
| 7D | +7.9% | -0.8% | +8.7% | +8.1% |
| 30D | -23.5% | +11.7% | -35.2% | -25.3% |
| 3M | -19.1% | +1.0% | -20.1% | -18.3% |
| 6M | +51.4% | +26.0% | +25.4% | +40.7% |
| YTD | +103.4% | +16.3% | +87.1% | +95.1% |
| 1Y | +114.4% | +9.6% | +104.8% | +108.0% |
| All | +114.4% | +9.8% | +104.6% | +108.0% |
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 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