+1,773.8%
HWM vs RMBS
+601.6%
+1,172.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.8% |
| 7D | -2.1% | -0.3% | -1.8% | -2.1% |
| 30D | -11.0% | -12.2% | +1.2% | -8.0% |
| 3M | +4.0% | -49.5% | +53.6% | +23.7% |
| 6M | -0.2% | -7.1% | +6.9% | -5.6% |
| YTD | +26.7% | -7.0% | +33.6% | +16.6% |
| 1Y | +44.7% | +13.3% | +31.4% | +20.6% |
| 3Y | +426.1% | +49.2% | +376.8% | +248.2% |
| 5Y | +738.5% | +250.0% | +488.5% | +231.0% |
| All | +1,773.8% | +601.6% | +1,172.2% | +351.7% |
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