+677.7%
HPE vs RMBS
+534.7%
+143.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +1.7% | +6.1% | +7.2% |
| 7D | +10.1% | +3.0% | +7.2% | +9.0% |
| 30D | +5.3% | -14.4% | +19.7% | +11.0% |
| 3M | +12.7% | -42.8% | +55.5% | +35.4% |
| 6M | +167.7% | -1.4% | +169.1% | +158.3% |
| YTD | +135.5% | -5.4% | +140.9% | +125.9% |
| 1Y | +143.4% | +18.6% | +124.8% | +109.5% |
| 3Y | +249.2% | +57.3% | +191.9% | +148.2% |
| 5Y | +343.8% | +265.7% | +78.1% | +114.4% |
| 10Y | +495.9% | +546.0% | -50.2% | +110.3% |
| All | +677.7% | +534.7% | +143.0% | +165.4% |
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