+1,030.0%
RMBS vs HAS
+992.0%
+38.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.5% |
| 7D | -0.3% | -1.8% | +1.5% | +0.4% |
| 30D | -12.2% | +2.3% | -14.4% | -13.1% |
| 3M | -49.5% | +10.4% | -59.9% | -51.8% |
| 6M | -7.1% | -3.2% | -3.9% | -7.4% |
| YTD | -7.0% | +15.4% | -22.4% | -13.9% |
| 1Y | +13.3% | +18.8% | -5.5% | +3.9% |
| 3Y | +49.2% | +43.9% | +5.3% | +24.2% |
| 5Y | +250.0% | +13.9% | +236.1% | +211.9% |
| 10Y | +495.1% | +56.4% | +438.7% | +320.9% |
| All | +1,030.0% | +992.0% | +38.0% | +169.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling