+370.2%
HPE vs RMBS
+267.8%
+102.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.9% | +4.2% | +4.8% |
| 7D | +13.6% | +3.5% | +10.2% | +12.4% |
| 30D | +7.7% | -8.6% | +16.3% | +11.0% |
| 3M | +22.4% | -40.3% | +62.7% | +43.4% |
| 6M | +172.6% | -1.0% | +173.6% | +164.0% |
| YTD | +147.5% | -4.6% | +152.1% | +138.0% |
| 1Y | +151.8% | +17.6% | +134.2% | +119.8% |
| 3Y | +267.1% | +58.6% | +208.4% | +165.3% |
| All | +370.2% | +267.8% | +102.4% | +114.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling