+1,520.0%
HWM vs RMBS
+600.8%
+919.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.7% | -3.4% | +0.6% |
| 7D | +5.0% | +3.0% | +2.0% | +3.8% |
| 30D | +1.5% | -15.5% | +17.0% | +5.9% |
| 3M | -20.3% | -11.5% | -8.9% | -18.8% |
| 6M | -18.0% | -36.5% | +18.5% | -11.0% |
| YTD | +9.5% | -7.1% | +16.6% | -0.4% |
| 1Y | +7.5% | -18.7% | +26.1% | +1.5% |
| 3Y | +355.7% | +36.2% | +319.5% | +214.9% |
| 5Y | +610.2% | +252.0% | +358.2% | +176.3% |
| 10Y | +1,516.8% | +561.2% | +955.6% | +294.2% |
| All | +1,520.0% | +600.8% | +919.2% | +285.9% |
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