-10.9%
KMB vs HBM
+369.9%
-380.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +5.8% | -7.7% | -1.9% |
| 7D | -2.7% | +7.4% | -10.1% | -2.7% |
| 30D | -5.0% | +5.1% | -10.1% | -5.0% |
| 3M | +6.6% | +11.1% | -4.6% | +6.7% |
| 6M | +1.0% | +30.2% | -29.2% | +0.8% |
| YTD | +6.0% | +46.2% | -40.3% | +5.9% |
| 1Y | -16.6% | +120.0% | -136.7% | -16.5% |
| 3Y | -8.6% | +527.4% | -536.1% | -8.8% |
| 5Y | -10.9% | +400.4% | -411.2% | -11.7% |
| All | -10.9% | +369.9% | -380.7% | -11.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling