-1.8%
RMBS vs HBM
+97.2%
-99.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.1% |
| 7D | +1.8% | -3.3% | +5.1% | +3.3% |
| 30D | -13.9% | -4.8% | -9.1% | -12.2% |
| 3M | -39.8% | -0.4% | -39.4% | -40.6% |
| 6M | -6.0% | +17.9% | -23.9% | -13.6% |
| YTD | -5.4% | +33.7% | -39.1% | -19.7% |
| 1Y | -1.8% | +95.6% | -97.4% | -26.9% |
| All | -1.8% | +97.2% | -99.0% | -26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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