+129.2%
HPE vs RMBS
+16.3%
+112.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.3% | -5.8% | -4.9% |
| 7D | -0.6% | -0.3% | -0.2% | -0.5% |
| 30D | -2.3% | -12.2% | +9.9% | +1.5% |
| 3M | -2.9% | -49.5% | +46.7% | +16.6% |
| 6M | +143.6% | -7.1% | +150.7% | +145.8% |
| YTD | +118.5% | -7.0% | +125.5% | +117.2% |
| 1Y | +129.2% | +13.3% | +115.9% | +120.3% |
| All | +129.2% | +16.3% | +112.9% | +120.3% |
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