+32.6%
HD vs RMBS
+33.4%
-0.8%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +8.3% | -5.4% | +2.5% |
| 7D | +3.6% | -3.9% | +7.5% | +3.7% |
| 30D | +21.6% | -24.9% | +46.4% | +23.2% |
| 3M | +0.1% | -20.5% | +20.6% | +1.0% |
| 6M | +13.0% | -37.5% | +50.5% | +14.9% |
| YTD | +4.9% | -12.1% | +17.1% | +2.7% |
| 1Y | -2.1% | -25.0% | +22.9% | -3.2% |
| 3Y | +32.6% | +36.1% | -3.5% | +17.7% |
| All | +32.6% | +33.4% | -0.8% | +17.7% |
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