+6.3%
HAL vs RMBS
+571.6%
-565.4%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.7% |
| 7D | -1.3% | +3.5% | -4.8% | -2.2% |
| 30D | +10.9% | -8.6% | +19.5% | +13.3% |
| 3M | -5.8% | -40.3% | +34.5% | +6.3% |
| 6M | +8.1% | -1.0% | +9.1% | 0.0% |
| YTD | +33.2% | -4.6% | +37.8% | +21.4% |
| 1Y | +74.2% | +17.6% | +56.6% | +42.4% |
| 3Y | -3.7% | +58.6% | -62.3% | -38.3% |
| 5Y | +111.9% | +270.9% | -159.0% | -22.9% |
| All | +6.3% | +571.6% | -565.4% | -74.2% |
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