+76.3%
MMM vs HST
+133.7%
-57.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -0.9% |
| 7D | -0.4% | +3.6% | -4.0% | -1.5% |
| 30D | +12.1% | +11.2% | +0.9% | +8.5% |
| 3M | +1.4% | +13.1% | -11.7% | -2.5% |
| 6M | +26.6% | +23.9% | +2.7% | +18.1% |
| YTD | +16.8% | +52.3% | -35.5% | +2.1% |
| 1Y | +10.1% | +56.7% | -46.6% | -4.7% |
| 3Y | +158.4% | +87.5% | +70.9% | +110.1% |
| 5Y | +43.1% | +82.8% | -39.7% | +14.8% |
| All | +76.3% | +133.7% | -57.4% | +33.2% |
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