+4,284.1%
HD vs RMBS
+1,339.3%
+2,944.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.8% |
| 7D | -2.1% | -0.3% | -1.7% | -2.0% |
| 30D | -8.4% | -12.2% | +3.8% | -7.4% |
| 3M | +4.3% | -49.5% | +53.9% | +10.6% |
| 6M | -11.1% | -7.1% | -4.0% | -12.2% |
| YTD | -4.7% | -7.0% | +2.3% | -6.4% |
| 1Y | -19.8% | +13.3% | -33.2% | -23.5% |
| 3Y | +4.1% | +49.2% | -45.1% | -6.3% |
| 5Y | +10.3% | +250.0% | -239.6% | -9.9% |
| 10Y | +203.2% | +495.1% | -292.0% | +132.0% |
| All | +4,284.1% | +1,339.3% | +2,944.7% | +2,148.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling