+1,090.4%
MCHP vs HBM
+654.4%
+436.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.8% | -6.8% | -2.4% |
| 7D | +2.8% | +7.4% | -4.6% | +1.0% |
| 30D | -12.8% | +5.1% | -17.9% | -14.1% |
| 3M | -19.2% | +11.1% | -30.3% | -21.5% |
| 6M | +14.5% | +30.2% | -15.7% | +6.3% |
| YTD | +17.1% | +46.2% | -29.1% | +4.8% |
| 1Y | +15.3% | +120.0% | -104.7% | -6.8% |
| 3Y | +0.5% | +527.4% | -527.0% | -37.7% |
| 5Y | +6.1% | +400.4% | -394.3% | -34.1% |
| 10Y | +192.2% | +621.5% | -429.3% | +47.2% |
| All | +1,090.4% | +654.4% | +436.1% | +410.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling