+27.4%
MKC vs HBM
+619.2%
-591.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.4% |
| 7D | -1.5% | -3.3% | +1.8% | -1.4% |
| 30D | -3.1% | -4.8% | +1.7% | -3.0% |
| 3M | +5.2% | -0.4% | +5.6% | +5.0% |
| 6M | -12.8% | +17.9% | -30.7% | -13.9% |
| YTD | -23.3% | +33.7% | -57.0% | -24.7% |
| 1Y | -24.1% | +95.6% | -119.7% | -26.8% |
| 3Y | -32.1% | +458.1% | -490.2% | -38.0% |
| 5Y | -32.8% | +329.0% | -361.8% | -38.8% |
| All | +27.4% | +619.2% | -591.8% | +1.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling