+45.9%
HLT vs RMBS
-18.2%
+64.1%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -6.0% | +9.5% | +3.8% |
| 7D | +7.7% | -8.9% | +16.6% | +8.2% |
| 30D | +19.1% | -24.8% | +44.0% | +20.9% |
| 3M | +20.7% | -17.6% | +38.3% | +21.8% |
| 6M | +21.0% | -25.7% | +46.7% | +20.9% |
| YTD | +31.3% | -9.8% | +41.0% | +27.3% |
| 1Y | +45.9% | -17.4% | +63.2% | +41.5% |
| All | +45.9% | -18.2% | +64.1% | +41.5% |
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