-27.0%
RMBS vs HAS
+63.0%
-90.0%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | 0.0% |
| 7D | -8.4% | +3.3% | -11.7% | -8.5% |
| 30D | -24.9% | +30.5% | -55.4% | -25.8% |
| 3M | -15.8% | +29.9% | -45.7% | -16.8% |
| 6M | -37.5% | +26.5% | -64.1% | -38.4% |
| YTD | -12.1% | +51.9% | -64.1% | -24.2% |
| 1Y | -27.0% | +60.9% | -87.9% | -37.0% |
| All | -27.0% | +63.0% | -90.0% | -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