-4.6%
HD vs RMBS
-18.2%
+13.6%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -6.0% | +12.5% | +6.6% |
| 7D | +11.9% | -8.9% | +20.9% | +12.0% |
| 30D | +26.4% | -24.8% | +51.3% | +27.1% |
| 3M | +2.8% | -17.6% | +20.4% | +3.1% |
| 6M | +15.5% | -25.7% | +41.1% | +15.0% |
| YTD | +5.5% | -9.8% | +15.3% | +3.5% |
| 1Y | -4.6% | -17.4% | +12.8% | -6.7% |
| All | -4.6% | -18.2% | +13.6% | -6.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling