+80.3%
MMM vs HAS
+101.4%
-21.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.2% |
| 7D | +6.2% | -0.2% | +6.4% | +6.3% |
| 30D | +14.2% | +31.0% | -16.8% | +5.2% |
| 3M | +2.9% | +30.7% | -27.8% | -5.2% |
| 6M | +27.6% | +23.9% | +3.7% | +18.9% |
| YTD | +17.3% | +48.3% | -31.0% | +3.1% |
| 1Y | +15.1% | +60.2% | -45.1% | -1.2% |
| 3Y | +157.1% | +189.2% | -32.1% | +81.6% |
| 5Y | +45.1% | +50.4% | -5.3% | +21.7% |
| All | +80.3% | +101.4% | -21.0% | +35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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