+73.9%
HST vs RMBS
+269.8%
-195.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.3% |
| 7D | -0.3% | +3.5% | -3.8% | -0.9% |
| 30D | -2.8% | -8.6% | +5.8% | -1.3% |
| 3M | -6.5% | -40.3% | +33.8% | +1.8% |
| 6M | +20.7% | -1.0% | +21.7% | +14.9% |
| YTD | +30.5% | -4.6% | +35.1% | +23.3% |
| 1Y | +36.8% | +17.6% | +19.2% | +20.2% |
| 3Y | +65.9% | +58.6% | +7.2% | +24.0% |
| 5Y | +73.9% | +270.9% | -197.0% | -15.8% |
| All | +73.9% | +269.8% | -195.9% | -15.8% |
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