+23.0%
MMM vs HST
+76.4%
-53.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +1.3% | +8.3% | +9.0% |
| 7D | +12.2% | +3.3% | +8.9% | +10.8% |
| 30D | +18.8% | +16.4% | +2.5% | +12.1% |
| 3M | +7.4% | +5.5% | +1.9% | +5.2% |
| 6M | +38.3% | +31.1% | +7.2% | +23.1% |
| YTD | +22.9% | +55.9% | -33.1% | +2.0% |
| 1Y | +23.0% | +75.6% | -52.6% | -0.4% |
| All | +23.0% | +76.4% | -53.4% | -0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 1y: compounded portfolio wealth divided by compounded HST 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…
1y analysis · Full analysis span regression · 6 months rolling