+25.0%
HL vs RMBS
-18.2%
+43.2%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | -6.0% | +19.2% | +14.9% |
| 7D | +0.2% | -8.9% | +9.1% | +2.7% |
| 30D | -12.1% | -24.8% | +12.7% | -4.6% |
| 3M | -2.8% | -17.6% | +14.7% | +1.9% |
| 6M | -14.9% | -25.7% | +10.7% | -8.4% |
| YTD | -22.0% | -9.8% | -12.3% | -23.9% |
| 1Y | +25.0% | -17.4% | +42.4% | +24.8% |
| All | +25.0% | -18.2% | +43.2% | +24.8% |
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