+3,144.9%
MMM vs HAS
+4,678.1%
-1,533.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.7% | -1.5% | -2.8% |
| 7D | +5.9% | 0.0% | +5.9% | +5.9% |
| 30D | +14.7% | +31.3% | -16.6% | +7.6% |
| 3M | +3.6% | +32.1% | -28.5% | -3.1% |
| 6M | +32.7% | +28.1% | +4.6% | +24.7% |
| YTD | +18.9% | +49.1% | -30.2% | +7.5% |
| 1Y | +16.4% | +60.5% | -44.1% | +3.3% |
| 3Y | +159.8% | +183.9% | -24.1% | +99.1% |
| 5Y | +47.2% | +51.2% | -4.1% | +28.2% |
| 10Y | +86.5% | +105.3% | -18.8% | +44.9% |
| All | +3,144.9% | +4,678.1% | -1,533.2% | +1,180.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling