-14.9%
HAL vs RMBS
+534.0%
-548.9%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.2% | +6.3% | +4.0% |
| 7D | +6.1% | +10.3% | -4.2% | +3.2% |
| 30D | +2.9% | -10.7% | +13.6% | +5.0% |
| 3M | +3.3% | -17.2% | +20.6% | +6.5% |
| 6M | -16.9% | -39.0% | +22.1% | -9.4% |
| YTD | +21.2% | -10.5% | +31.7% | +10.2% |
| 1Y | +27.5% | -11.0% | +38.5% | +15.5% |
| 3Y | -6.4% | +31.3% | -37.8% | -35.8% |
| 5Y | +58.0% | +242.8% | -184.8% | -42.7% |
| All | -14.9% | +534.0% | -548.9% | -80.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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