+111.9%
HAL vs RMBS
+269.8%
-157.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.8% |
| 7D | -1.3% | +3.5% | -4.8% | -1.8% |
| 30D | +10.9% | -8.6% | +19.5% | +12.2% |
| 3M | -5.8% | -40.3% | +34.5% | +0.8% |
| 6M | +8.1% | -1.0% | +9.1% | +3.8% |
| YTD | +33.2% | -4.6% | +37.8% | +26.8% |
| 1Y | +74.2% | +17.6% | +56.6% | +56.0% |
| 3Y | -3.7% | +58.6% | -62.3% | -23.8% |
| 5Y | +111.9% | +270.9% | -159.0% | +32.9% |
| All | +111.9% | +269.8% | -157.9% | +32.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling