+621.7%
HPE vs MMM
+93.4%
+528.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.1% | -4.6% | -4.6% |
| 7D | -0.6% | -3.3% | +2.7% | +1.4% |
| 30D | -2.3% | -7.0% | +4.7% | +2.1% |
| 3M | -2.9% | +10.8% | -13.7% | -9.2% |
| 6M | +143.6% | +5.8% | +137.8% | +133.0% |
| YTD | +118.5% | +6.8% | +111.8% | +107.2% |
| 1Y | +129.2% | +10.4% | +118.8% | +111.8% |
| 3Y | +212.5% | +104.7% | +107.8% | +85.3% |
| 5Y | +286.9% | +23.6% | +263.3% | +228.0% |
| 10Y | +432.3% | +54.1% | +378.2% | +248.2% |
| All | +621.7% | +93.4% | +528.3% | +278.1% |
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