+4,726.1%
HD vs RMBS
+1,259.8%
+3,466.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +8.3% | -5.4% | +2.1% |
| 7D | +3.6% | -3.9% | +7.5% | +3.7% |
| 30D | +21.6% | -24.9% | +46.4% | +24.4% |
| 3M | +0.1% | -20.5% | +20.6% | +1.6% |
| 6M | +13.0% | -37.5% | +50.5% | +16.2% |
| YTD | +4.9% | -12.1% | +17.1% | +2.9% |
| 1Y | -2.1% | -25.0% | +22.9% | -2.7% |
| 3Y | +32.6% | +36.1% | -3.5% | +19.9% |
| 5Y | +8.2% | +236.1% | -227.9% | -11.8% |
| 10Y | +257.9% | +541.3% | -283.4% | +170.7% |
| All | +4,726.1% | +1,259.8% | +3,466.3% | +2,372.7% |
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 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