-32.4%
MKC vs HBM
+460.9%
-493.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.5% | +6.8% | -0.6% |
| 7D | -2.8% | -3.7% | +0.9% | -2.7% |
| 30D | -3.4% | -3.7% | +0.3% | -3.4% |
| 3M | +3.8% | +8.0% | -4.2% | +3.4% |
| 6M | -17.9% | +15.8% | -33.7% | -18.9% |
| YTD | -23.6% | +34.4% | -58.0% | -25.1% |
| 1Y | -23.1% | +98.2% | -121.2% | -26.2% |
| All | -32.4% | +460.9% | -493.3% | -42.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling