+165.3%
MMM vs HST
+90.3%
+75.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.2% | -0.9% |
| 7D | +7.0% | +0.6% | +6.4% | +6.7% |
| 30D | +18.4% | +14.5% | +3.9% | +11.0% |
| 3M | +4.5% | +15.4% | -10.9% | -2.5% |
| 6M | +33.4% | +22.0% | +11.4% | +20.7% |
| YTD | +20.0% | +54.9% | -34.9% | -3.9% |
| 1Y | +15.0% | +54.0% | -38.9% | -7.7% |
| All | +165.3% | +90.3% | +75.0% | +79.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling