+10.4%
MMM vs HST
+38.1%
-27.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.1% | 0.0% |
| 7D | -3.3% | -1.0% | -2.3% | -2.9% |
| 30D | -7.0% | -12.3% | +5.2% | -1.8% |
| 3M | +10.8% | -6.4% | +17.2% | +13.6% |
| 6M | +5.8% | +15.0% | -9.2% | -1.5% |
| YTD | +6.8% | +30.5% | -23.7% | -5.9% |
| 1Y | +10.4% | +35.7% | -25.3% | -2.5% |
| All | +10.4% | +38.1% | -27.7% | -2.5% |
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