+243.8%
HPQ vs RMBS
+566.4%
-322.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +1.9% | +6.5% | +7.9% |
| 7D | +9.8% | +1.8% | +8.0% | +9.2% |
| 30D | +22.4% | -13.9% | +36.3% | +27.0% |
| 3M | +45.2% | -39.8% | +85.0% | +63.4% |
| 6M | +96.4% | -6.0% | +102.4% | +83.4% |
| YTD | +65.4% | -5.4% | +70.7% | +50.0% |
| 1Y | +31.6% | -1.8% | +33.4% | +14.9% |
| 3Y | +37.0% | +53.7% | -16.6% | -9.9% |
| 5Y | +53.0% | +268.5% | -215.5% | -37.1% |
| All | +243.8% | +566.4% | -322.6% | -1.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling