+599.2%
HPE vs MMM
+116.7%
+482.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.3% | +5.1% | +5.0% |
| 7D | +0.3% | -2.6% | +2.9% | +2.1% |
| 30D | -28.6% | +17.4% | -45.9% | -35.6% |
| 3M | -7.4% | +3.6% | -11.0% | -10.1% |
| 6M | +63.7% | +33.0% | +30.6% | +35.6% |
| YTD | +111.7% | +19.6% | +92.1% | +85.7% |
| 1Y | +123.5% | +14.0% | +109.4% | +101.7% |
| 3Y | +238.7% | +164.3% | +74.4% | +68.4% |
| 5Y | +261.0% | +49.3% | +211.7% | +167.0% |
| 10Y | +390.2% | +78.4% | +311.8% | +188.3% |
| All | +599.2% | +116.7% | +482.5% | +238.8% |
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 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