+2,812.9%
MMM vs HST
+1,330.6%
+1,482.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.1% | +0.1% |
| 7D | -3.3% | -1.0% | -2.3% | -3.1% |
| 30D | -7.0% | -12.3% | +5.2% | -4.3% |
| 3M | +10.8% | -6.4% | +17.2% | +12.4% |
| 6M | +5.8% | +15.0% | -9.2% | +2.3% |
| YTD | +6.8% | +30.5% | -23.7% | +0.3% |
| 1Y | +10.4% | +35.7% | -25.3% | +2.7% |
| 3Y | +104.7% | +68.4% | +36.3% | +80.8% |
| 5Y | +23.6% | +73.1% | -49.6% | +6.8% |
| 10Y | +54.1% | +92.7% | -38.6% | +23.8% |
| All | +2,812.9% | +1,330.6% | +1,482.3% | +1,345.5% |
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