+14.7%
KMB vs HBM
+625.8%
-611.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.5% | -4.1% |
| 7D | -8.6% | +5.5% | -14.1% | -8.7% |
| 30D | -7.5% | +3.3% | -10.8% | -7.6% |
| 3M | -0.6% | +12.7% | -13.3% | -1.0% |
| 6M | -1.5% | +28.2% | -29.7% | -2.5% |
| YTD | +1.6% | +45.3% | -43.7% | +0.3% |
| 1Y | -20.8% | +121.7% | -142.5% | -22.7% |
| 3Y | -12.4% | +523.5% | -535.9% | -17.7% |
| 5Y | -12.9% | +393.9% | -406.8% | -18.6% |
| 10Y | +14.7% | +647.9% | -633.2% | -7.4% |
| All | +14.7% | +625.8% | -611.1% | -7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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