+300.0%
HL vs RMBS
+1,376.2%
-1,076.2%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.8% |
| 7D | +0.4% | +3.5% | -3.1% | +0.1% |
| 30D | +18.8% | -8.6% | +27.4% | +19.8% |
| 3M | +43.7% | -40.3% | +84.0% | +50.3% |
| 6M | -1.0% | -1.0% | -0.1% | -1.6% |
| YTD | +8.7% | -4.6% | +13.3% | +8.2% |
| 1Y | +105.0% | +17.6% | +87.4% | +99.5% |
| 3Y | +427.3% | +58.6% | +368.6% | +390.7% |
| 5Y | +249.3% | +270.9% | -21.6% | +202.7% |
| 10Y | +284.2% | +569.1% | -284.9% | +218.7% |
| All | +300.0% | +1,376.2% | -1,076.2% | +278.8% |
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 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