+137.1%
HST vs RMBS
+579.1%
-441.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.7% | -6.3% | -1.9% |
| 7D | -1.3% | +3.0% | -4.2% | -2.3% |
| 30D | +13.4% | -15.5% | +28.9% | +17.1% |
| 3M | +16.7% | -11.5% | +28.2% | +18.3% |
| 6M | +24.0% | -36.5% | +60.5% | +32.8% |
| YTD | +54.0% | -7.1% | +61.1% | +42.2% |
| 1Y | +55.0% | -18.7% | +73.7% | +47.7% |
| 3Y | +89.3% | +36.2% | +53.2% | +38.3% |
| 5Y | +85.4% | +252.0% | -166.6% | -14.8% |
| 10Y | +137.1% | +561.2% | -424.0% | -20.3% |
| All | +137.1% | +579.1% | -441.9% | -20.3% |
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