+3,099.6%
MMM vs HST
+1,511.7%
+1,587.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +6.2% | -2.7% | +8.9% | +6.9% |
| 30D | +14.2% | +10.7% | +3.5% | +11.6% |
| 3M | +2.9% | +6.3% | -3.3% | +1.4% |
| 6M | +27.6% | +19.0% | +8.6% | +22.4% |
| YTD | +17.3% | +47.0% | -29.8% | +7.2% |
| 1Y | +15.1% | +53.4% | -38.4% | +4.2% |
| 3Y | +157.1% | +78.0% | +79.1% | +124.2% |
| 5Y | +45.1% | +71.7% | -26.6% | +25.5% |
| 10Y | +83.9% | +146.2% | -62.3% | +40.1% |
| All | +3,099.6% | +1,511.7% | +1,587.8% | +1,445.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling