+655.5%
HWM vs RMBS
+260.2%
+395.3%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | +1.7% | -12.4% | -11.0% |
| 7D | -9.2% | +3.0% | -12.1% | -9.7% |
| 30D | -17.9% | -14.4% | -3.5% | -15.6% |
| 3M | -6.0% | -42.8% | +36.8% | +3.5% |
| 6M | -7.4% | -1.4% | -6.0% | -12.0% |
| YTD | +13.1% | -5.4% | +18.5% | +6.5% |
| 1Y | +29.3% | +18.6% | +10.7% | +13.0% |
| 3Y | +389.9% | +57.3% | +332.6% | +264.9% |
| 5Y | +655.5% | +265.7% | +389.8% | +299.4% |
| All | +655.5% | +260.2% | +395.3% | +299.4% |
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 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