+1,151.9%
MRSH vs HBM
+649.7%
+502.3%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -2.0% |
| 7D | -5.9% | +5.5% | -11.4% | -6.4% |
| 30D | -7.3% | +3.3% | -10.6% | -7.7% |
| 3M | +7.4% | +12.7% | -5.2% | +5.6% |
| 6M | -0.7% | +28.2% | -28.9% | -4.5% |
| YTD | -3.2% | +45.3% | -48.5% | -8.6% |
| 1Y | -10.6% | +121.7% | -132.3% | -19.7% |
| 3Y | -4.6% | +523.5% | -528.1% | -25.7% |
| 5Y | +19.3% | +393.9% | -374.6% | -7.8% |
| 10Y | +217.3% | +647.9% | -430.6% | +107.1% |
| All | +1,151.9% | +649.7% | +502.3% | +652.9% |
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