+563.0%
HWM vs RMBS
+235.0%
+328.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +8.3% | -3.3% | +3.4% |
| 7D | +1.6% | -3.9% | +5.5% | +2.2% |
| 30D | -3.9% | -24.9% | +20.9% | +1.2% |
| 3M | -23.2% | -20.5% | -2.8% | -20.5% |
| 6M | -20.0% | -37.5% | +17.5% | -15.0% |
| YTD | +5.7% | -12.1% | +17.8% | +0.3% |
| 1Y | +4.9% | -25.0% | +29.9% | +2.8% |
| 3Y | +347.0% | +36.1% | +310.9% | +246.2% |
| 5Y | +563.0% | +236.1% | +326.9% | +227.2% |
| All | +563.0% | +235.0% | +328.0% | +227.2% |
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