-8.8%
HAL vs RMBS
+37.1%
-45.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +5.7% | -2.3% | +2.6% |
| 7D | -0.2% | +3.0% | -3.2% | -0.8% |
| 30D | +1.0% | -15.5% | +16.5% | +2.7% |
| 3M | -2.1% | -11.5% | +9.3% | -1.5% |
| 6M | -17.5% | -36.5% | +19.1% | -14.0% |
| YTD | +18.1% | -7.1% | +25.2% | +12.0% |
| 1Y | +19.7% | -18.7% | +38.4% | +16.0% |
| All | -8.8% | +37.1% | -45.9% | -27.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling