+78.8%
MMM vs HST
+145.2%
-66.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.2% | -0.4% |
| 7D | +7.0% | +0.6% | +6.4% | +6.8% |
| 30D | +18.4% | +14.5% | +3.9% | +13.5% |
| 3M | +4.5% | +15.4% | -10.9% | -0.2% |
| 6M | +33.4% | +22.0% | +11.4% | +25.1% |
| YTD | +20.0% | +54.9% | -34.9% | +4.3% |
| 1Y | +15.0% | +54.0% | -38.9% | +0.1% |
| 3Y | +165.0% | +90.4% | +74.5% | +114.6% |
| 5Y | +47.9% | +84.2% | -36.3% | +18.5% |
| All | +78.8% | +145.2% | -66.4% | +36.6% |
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