+97.9%
MMM vs HLT
+99.5%
-1.6%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.8% | -2.7% | -2.3% |
| 7D | -2.6% | -1.5% | -1.1% | -1.8% |
| 30D | -9.3% | -1.2% | -8.1% | -8.8% |
| 3M | +5.6% | -10.3% | +15.9% | +11.7% |
| 6M | +9.5% | +1.3% | +8.2% | +7.5% |
| YTD | +4.1% | +7.0% | -2.9% | -1.0% |
| 1Y | +9.4% | +11.9% | -2.5% | +1.0% |
| All | +97.9% | +99.5% | -1.6% | +29.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling