+79.6%
MMM vs HAS
+102.6%
-22.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.4% | +0.2% |
| 7D | +7.0% | +3.3% | +3.7% | +6.0% |
| 30D | +18.4% | +30.5% | -12.2% | +9.2% |
| 3M | +4.5% | +29.9% | -25.4% | -3.6% |
| 6M | +33.4% | +26.5% | +6.9% | +23.6% |
| YTD | +20.0% | +51.9% | -32.0% | +4.7% |
| 1Y | +15.0% | +60.9% | -45.9% | -1.4% |
| 3Y | +165.0% | +215.0% | -50.0% | +82.5% |
| 5Y | +47.9% | +51.5% | -3.6% | +23.7% |
| 10Y | +79.6% | +102.2% | -22.6% | +34.3% |
| All | +79.6% | +102.6% | -22.9% | +34.3% |
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