-27.0%
RMBS vs HAS
+61.8%
-88.8%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.7% | +6.6% | +8.2% |
| 7D | -3.9% | +2.2% | -6.1% | -3.9% |
| 30D | -24.9% | +29.6% | -54.4% | -25.8% |
| 3M | -20.5% | +30.3% | -50.7% | -21.5% |
| 6M | -37.5% | +25.6% | -63.1% | -38.4% |
| YTD | -12.1% | +50.8% | -63.0% | -24.2% |
| All | -27.0% | +61.8% | -88.8% | -37.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling