+55.2%
HYG vs RMBS
+566.4%
-511.2%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.2% |
| 7D | -0.7% | +1.8% | -2.5% | -0.8% |
| 30D | -0.7% | -13.9% | +13.2% | +0.3% |
| 3M | -0.2% | -39.8% | +39.6% | +3.1% |
| 6M | +1.4% | -6.0% | +7.4% | +0.1% |
| YTD | +1.5% | -5.4% | +6.8% | -0.5% |
| 1Y | +2.9% | -1.8% | +4.7% | -0.2% |
| 3Y | +25.6% | +53.7% | -28.0% | +12.7% |
| 5Y | +18.6% | +268.5% | -250.0% | -7.7% |
| All | +55.2% | +566.4% | -511.2% | +8.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling