-3.5%
MCD vs HBM
+36.9%
-40.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +9.0% | -7.2% | +1.9% |
| 7D | +5.9% | +5.0% | +0.9% | +6.0% |
| 30D | +19.6% | -12.7% | +32.4% | +19.3% |
| 3M | +3.3% | -17.4% | +20.7% | +2.9% |
| 6M | +3.5% | -8.9% | +12.4% | +3.2% |
| YTD | -6.1% | +14.9% | -21.0% | -6.5% |
| All | -3.5% | +36.9% | -40.4% | -4.6% |
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