+321.6%
HST vs RMBS
+1,339.3%
-1,017.8%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.1% | +0.1% |
| 7D | -1.0% | -0.3% | -0.7% | -1.0% |
| 30D | -12.3% | -12.2% | -0.1% | -11.0% |
| 3M | -6.4% | -49.5% | +43.2% | +0.6% |
| 6M | +15.0% | -7.1% | +22.2% | +13.5% |
| YTD | +30.5% | -7.0% | +37.5% | +27.9% |
| 1Y | +35.7% | +13.3% | +22.3% | +28.6% |
| 3Y | +68.4% | +49.2% | +19.1% | +49.9% |
| 5Y | +73.1% | +250.0% | -176.8% | +38.3% |
| 10Y | +92.7% | +495.1% | -402.4% | +43.5% |
| All | +321.6% | +1,339.3% | -1,017.8% | +127.3% |
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 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