+57.3%
RMBS vs HAS
+45.6%
+11.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2023-09-08 to 2026-09-08.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.4% | +4.1% | +2.7% |
| 7D | +3.0% | -3.1% | +6.1% | +4.3% |
| 30D | -14.4% | -2.7% | -11.7% | -13.6% |
| 3M | -42.8% | +8.9% | -51.8% | -45.5% |
| 6M | -1.4% | -2.9% | +1.5% | -2.3% |
| YTD | -5.4% | +12.6% | -18.1% | -13.8% |
| 1Y | +18.6% | +17.5% | +1.1% | +5.8% |
| 3Y | +57.3% | +46.2% | +11.1% | +17.7% |
| All | +57.3% | +45.6% | +11.7% | +17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 2023-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded HAS 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…
2023-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling