+55.0%
MMM vs HST
+97.2%
-42.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.1% | +0.1% |
| 7D | -3.3% | -1.0% | -2.3% | -3.0% |
| 30D | -7.0% | -12.3% | +5.2% | -3.3% |
| 3M | +10.8% | -6.4% | +17.2% | +13.0% |
| 6M | +5.8% | +15.0% | -9.2% | +1.0% |
| YTD | +6.8% | +30.5% | -23.7% | -2.0% |
| 1Y | +10.4% | +35.7% | -25.3% | -0.1% |
| 3Y | +104.7% | +68.4% | +36.3% | +72.5% |
| 5Y | +23.6% | +73.1% | -49.6% | +1.4% |
| All | +55.0% | +97.2% | -42.1% | +23.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling