+53.1%
HAL vs RMBS
+249.4%
-196.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +5.7% | -2.3% | +2.5% |
| 7D | -0.2% | +3.0% | -3.2% | -0.9% |
| 30D | +1.0% | -15.5% | +16.5% | +3.0% |
| 3M | -2.1% | -11.5% | +9.3% | -1.4% |
| 6M | -17.5% | -36.5% | +19.1% | -13.7% |
| YTD | +18.1% | -7.1% | +25.2% | +11.9% |
| 1Y | +19.7% | -18.7% | +38.4% | +16.0% |
| 3Y | -7.9% | +36.2% | -44.1% | -25.2% |
| 5Y | +53.1% | +252.0% | -198.9% | -13.9% |
| All | +53.1% | +249.4% | -196.3% | -13.9% |
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