+3,144.9%
MMM vs HST
+1,512.4%
+1,632.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -5.7% | +2.5% | -1.9% |
| 7D | +5.9% | -4.2% | +10.0% | +6.9% |
| 30D | +14.7% | +9.6% | +5.2% | +12.4% |
| 3M | +3.6% | -1.1% | +4.7% | +3.7% |
| 6M | +32.7% | +21.1% | +11.6% | +26.9% |
| YTD | +18.9% | +47.1% | -28.2% | +8.7% |
| 1Y | +16.4% | +64.0% | -47.6% | +3.7% |
| 3Y | +159.8% | +77.1% | +82.7% | +126.8% |
| 5Y | +47.2% | +71.8% | -24.6% | +27.3% |
| 10Y | +86.5% | +146.3% | -59.8% | +42.1% |
| All | +3,144.9% | +1,512.4% | +1,632.5% | +1,466.8% |
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 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