+53.1%
MMM vs HLT
+590.2%
-537.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -2.1% | -1.6% | -0.5% | -1.6% |
| 30D | -9.8% | -5.0% | -4.8% | -8.2% |
| 3M | +4.9% | -10.4% | +15.3% | +8.8% |
| 6M | +7.3% | +3.2% | +4.1% | +5.8% |
| YTD | +4.5% | +6.7% | -2.2% | +1.8% |
| 1Y | +5.4% | +10.3% | -4.9% | +1.3% |
| 3Y | +98.6% | +99.3% | -0.8% | +57.8% |
| 5Y | +27.4% | +143.7% | -116.3% | -7.0% |
| All | +53.1% | +590.2% | -537.1% | -15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 HLT 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