+53.8%
MMM vs HAL
+1.7%
+52.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.5% |
| 7D | -1.6% | +0.5% | -2.1% | -1.7% |
| 30D | -8.0% | +15.9% | -23.9% | -10.8% |
| 3M | +9.4% | -8.7% | +18.1% | +10.9% |
| 6M | +10.2% | +9.0% | +1.2% | +7.3% |
| YTD | +6.1% | +32.0% | -25.9% | -0.9% |
| 1Y | +10.8% | +72.5% | -61.7% | -2.4% |
| 3Y | +104.8% | -4.5% | +109.3% | +99.0% |
| 5Y | +27.0% | +109.7% | -82.6% | +1.0% |
| 10Y | +53.8% | +1.2% | +52.6% | +22.1% |
| All | +53.8% | +1.7% | +52.1% | +22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HAL.
Daily Out/Under-Performance
Portfolio return minus HAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAL 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 HAL 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