+1,474.6%
HWM vs RMBS
+534.0%
+940.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.2% | +2.2% | -0.1% |
| 7D | +7.3% | +10.3% | -3.0% | +4.3% |
| 30D | +1.6% | -10.7% | +12.3% | +4.5% |
| 3M | -21.9% | -17.2% | -4.7% | -18.8% |
| 6M | -19.0% | -39.0% | +20.0% | -11.1% |
| YTD | +7.9% | -10.5% | +18.5% | -0.7% |
| 1Y | +9.9% | -11.0% | +20.9% | +0.6% |
| 3Y | +342.1% | +31.3% | +310.8% | +208.6% |
| 5Y | +600.8% | +242.8% | +358.0% | +173.9% |
| All | +1,474.6% | +534.0% | +940.6% | +290.4% |
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