+48.2%
MMM vs HBM
+217.3%
-169.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +9.0% | -7.1% | +0.6% |
| 7D | +5.8% | +5.0% | +0.7% | +5.0% |
| 30D | +17.9% | -12.7% | +30.7% | +19.9% |
| 3M | +3.6% | -17.4% | +21.0% | +5.9% |
| 6M | +32.9% | -8.9% | +41.8% | +32.4% |
| YTD | +19.5% | +14.9% | +4.6% | +13.7% |
| 1Y | +16.5% | +41.4% | -24.9% | +7.3% |
| 3Y | +167.2% | +462.1% | -295.0% | +89.8% |
| 5Y | +48.2% | +224.0% | -175.8% | +8.3% |
| All | +48.2% | +217.3% | -169.1% | +8.3% |
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