-3.9%
MCD vs HBM
+47.3%
-51.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +3.6% | +2.9% | +6.6% |
| 7D | +11.9% | -5.8% | +17.7% | +11.7% |
| 30D | +20.2% | -18.5% | +38.7% | +19.9% |
| 3M | +5.2% | -10.3% | +15.4% | +5.0% |
| 6M | 0.0% | +2.1% | -2.1% | -0.8% |
| YTD | -6.5% | +12.0% | -18.5% | -7.6% |
| 1Y | -3.9% | +49.8% | -53.7% | -6.9% |
| All | -3.9% | +47.3% | -51.2% | -6.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling