+27.0%
MMM vs HBM
+369.9%
-342.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.8% | -6.4% | -1.4% |
| 7D | -1.6% | +7.4% | -9.0% | -2.6% |
| 30D | -8.0% | +5.1% | -13.1% | -8.8% |
| 3M | +9.4% | +11.1% | -1.8% | +7.0% |
| 6M | +10.2% | +30.2% | -20.0% | +4.4% |
| YTD | +6.1% | +46.2% | -40.1% | -1.9% |
| 1Y | +10.8% | +120.0% | -109.3% | -4.4% |
| 3Y | +104.8% | +527.4% | -422.6% | +45.1% |
| 5Y | +27.0% | +400.4% | -373.3% | -9.6% |
| All | +27.0% | +369.9% | -342.8% | -9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 5y: compounded portfolio wealth divided by compounded HBM 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…
5y analysis · Full analysis span regression · 6 months rolling