+1,547.2%
HWM vs RMBS
+600.7%
+946.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.6% | +0.6% | -1.3% |
| 7D | -12.5% | +1.2% | -13.7% | -12.9% |
| 30D | -19.0% | -11.5% | -7.5% | -16.4% |
| 3M | -8.6% | -38.2% | +29.6% | +2.8% |
| 6M | -10.2% | -4.8% | -5.4% | -15.7% |
| YTD | +11.3% | -7.1% | +18.4% | +2.5% |
| 1Y | +24.3% | +10.7% | +13.6% | +4.4% |
| 3Y | +382.3% | +54.5% | +327.8% | +213.8% |
| 5Y | +640.6% | +261.7% | +379.0% | +187.0% |
| All | +1,547.2% | +600.7% | +946.4% | +297.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling