+1,955.4%
MKSI vs HBM
+589.9%
+1,365.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +2.2% |
| 7D | +2.7% | -3.3% | +6.0% | +3.5% |
| 30D | -12.8% | -4.8% | -8.0% | -11.9% |
| 3M | -22.5% | -0.4% | -22.1% | -22.7% |
| 6M | +19.4% | +17.9% | +1.5% | +13.4% |
| YTD | +67.7% | +33.7% | +34.0% | +53.0% |
| 1Y | +131.4% | +95.6% | +35.8% | +90.8% |
| 3Y | +197.3% | +458.1% | -260.8% | +87.5% |
| 5Y | +87.0% | +329.0% | -242.0% | +19.0% |
| 10Y | +522.1% | +588.2% | -66.1% | +212.3% |
| All | +1,955.4% | +589.9% | +1,365.6% | +730.7% |
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 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