+1,484.2%
HWM vs RMBS
+563.1%
+921.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -1.8% | -8.4% | +6.7% | +0.4% |
| 30D | -2.7% | -24.9% | +22.2% | +5.0% |
| 3M | -22.7% | -15.8% | -7.0% | -20.1% |
| 6M | -18.9% | -37.5% | +18.6% | -11.7% |
| YTD | +7.1% | -12.1% | +19.2% | -1.0% |
| 1Y | +4.7% | -27.0% | +31.6% | +2.3% |
| 3Y | +345.6% | +28.8% | +316.8% | +212.9% |
| 5Y | +588.3% | +236.2% | +352.1% | +170.6% |
| 10Y | +1,516.2% | +546.6% | +969.6% | +295.4% |
| All | +1,484.2% | +563.1% | +921.2% | +283.4% |
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 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