+203.4%
HD vs RMBS
+554.0%
-350.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.6% | +1.1% | -1.1% |
| 7D | -3.9% | +1.2% | -5.1% | -4.1% |
| 30D | -13.1% | -11.5% | -1.6% | -11.5% |
| 3M | -3.4% | -38.2% | +34.8% | +3.5% |
| 6M | -12.6% | -4.8% | -7.8% | -15.8% |
| YTD | -9.2% | -7.1% | -2.1% | -13.5% |
| 1Y | -23.9% | +10.7% | -34.6% | -31.8% |
| 3Y | +0.4% | +54.5% | -54.0% | -23.9% |
| 5Y | +4.5% | +261.7% | -257.1% | -44.1% |
| All | +203.4% | +554.0% | -350.6% | +20.0% |
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