+1,028.7%
RMBS vs HAS
+1,363.7%
-335.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.8% | +3.9% | +5.0% |
| 7D | +3.0% | +2.0% | +1.0% | +2.3% |
| 30D | -15.5% | +30.9% | -46.4% | -24.4% |
| 3M | -11.5% | +28.8% | -40.2% | -20.5% |
| 6M | -36.5% | +32.3% | -68.9% | -44.4% |
| YTD | -7.1% | +54.7% | -61.8% | -24.0% |
| 1Y | -18.7% | +63.2% | -81.9% | -34.9% |
| 3Y | +36.2% | +220.7% | -184.5% | -17.6% |
| 5Y | +252.0% | +53.3% | +198.7% | +177.6% |
| 10Y | +561.2% | +104.2% | +457.0% | +318.9% |
| All | +1,028.7% | +1,363.7% | -335.0% | +138.1% |
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