+505.1%
HPQ vs RMBS
+1,376.2%
-871.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.9% | +4.0% | +4.8% |
| 7D | +2.2% | +3.5% | -1.2% | +1.7% |
| 30D | +9.7% | -8.6% | +18.3% | +11.1% |
| 3M | +32.7% | -40.3% | +73.0% | +42.5% |
| 6M | +77.7% | -1.0% | +78.7% | +71.5% |
| YTD | +51.0% | -4.6% | +55.6% | +45.1% |
| 1Y | +18.4% | +17.6% | +0.8% | +8.6% |
| 3Y | +25.6% | +58.6% | -33.1% | +5.4% |
| 5Y | +38.6% | +270.9% | -232.3% | +0.4% |
| 10Y | +226.1% | +569.1% | -343.0% | +112.7% |
| All | +505.1% | +1,376.2% | -871.1% | +99.0% |
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