+43.4%
MMM vs HLT
+162.2%
-118.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | -0.4% | +0.7% | -1.1% | -0.7% |
| 30D | +12.1% | +13.7% | -1.6% | +6.6% |
| 3M | +1.4% | +16.3% | -14.9% | -4.6% |
| 6M | +26.6% | +19.9% | +6.7% | +17.2% |
| YTD | +16.8% | +30.1% | -13.2% | +4.6% |
| 1Y | +10.1% | +38.5% | -28.4% | -4.0% |
| 3Y | +158.4% | +131.0% | +27.4% | +89.0% |
| All | +43.4% | +162.2% | -118.9% | -0.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling