+42.7%
MKSI vs HBM
+47.3%
-4.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +3.6% | -8.6% | -6.7% |
| 7D | -10.7% | -5.8% | -4.8% | -8.1% |
| 30D | -30.5% | -18.5% | -12.0% | -23.3% |
| 3M | -39.2% | -10.3% | -28.9% | -36.3% |
| 6M | -33.0% | +2.1% | -35.1% | -34.0% |
| YTD | +22.3% | +12.0% | +10.3% | +10.9% |
| 1Y | +42.7% | +49.8% | -7.1% | +9.8% |
| All | +42.7% | +47.3% | -4.6% | +9.8% |
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