+967.6%
RMBS vs HAS
+1,327.1%
-359.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.7% | +6.6% | +7.7% |
| 7D | -3.9% | +2.2% | -6.1% | -4.7% |
| 30D | -24.9% | +29.6% | -54.4% | -32.5% |
| 3M | -20.5% | +30.3% | -50.7% | -29.0% |
| 6M | -37.5% | +25.6% | -63.1% | -44.1% |
| YTD | -12.1% | +50.8% | -63.0% | -27.4% |
| 1Y | -25.0% | +63.0% | -88.0% | -40.0% |
| 3Y | +36.1% | +211.6% | -175.5% | -16.7% |
| 5Y | +236.1% | +50.4% | +185.7% | +167.0% |
| 10Y | +541.3% | +101.9% | +439.4% | +307.9% |
| All | +967.6% | +1,327.1% | -359.5% | +127.4% |
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