+36.1%
RMBS vs HAS
+204.3%
-168.2%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.7% | +6.6% | +7.7% |
| 7D | -3.9% | +2.2% | -6.1% | -4.6% |
| 30D | -24.9% | +29.6% | -54.4% | -32.6% |
| 3M | -20.5% | +30.3% | -50.7% | -29.1% |
| 6M | -37.5% | +25.6% | -63.1% | -44.1% |
| YTD | -12.1% | +50.8% | -63.0% | -29.7% |
| 1Y | -25.0% | +63.0% | -88.0% | -42.5% |
| 3Y | +36.1% | +211.6% | -175.5% | -22.5% |
| All | +36.1% | +204.3% | -168.2% | -22.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling