+1.4%
MCHP vs HBM
+336.0%
-334.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -7.5% | +5.6% | +0.5% |
| 7D | -2.1% | -3.7% | +1.6% | -1.1% |
| 30D | -11.1% | -3.7% | -7.5% | -10.4% |
| 3M | -18.1% | +8.0% | -26.1% | -20.6% |
| 6M | +10.8% | +15.8% | -5.0% | +3.7% |
| YTD | +14.2% | +34.4% | -20.1% | +0.5% |
| 1Y | +13.5% | +98.2% | -84.7% | -12.7% |
| 3Y | -2.0% | +476.6% | -478.6% | -48.3% |
| 5Y | +1.4% | +331.1% | -329.7% | -44.7% |
| All | +1.4% | +336.0% | -334.6% | -44.7% |
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