+155.0%
HPE vs RMBS
+11.7%
+143.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +1.9% | +10.5% | +11.8% |
| 7D | +19.4% | +1.8% | +17.6% | +18.9% |
| 30D | +5.6% | -13.9% | +19.5% | +10.7% |
| 3M | +33.1% | -39.8% | +72.9% | +52.8% |
| 6M | +192.5% | -6.0% | +198.5% | +194.0% |
| YTD | +160.9% | -5.4% | +166.3% | +157.4% |
| 1Y | +155.0% | -1.8% | +156.8% | +148.7% |
| All | +155.0% | +11.7% | +143.2% | +148.7% |
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 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