+53.7%
RMBS vs HBM
+458.1%
-404.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.1% |
| 7D | +1.8% | -3.3% | +5.1% | +3.2% |
| 30D | -13.9% | -4.8% | -9.1% | -12.3% |
| 3M | -39.8% | -0.4% | -39.4% | -40.4% |
| 6M | -6.0% | +17.9% | -23.9% | -13.2% |
| YTD | -5.4% | +33.7% | -39.1% | -19.0% |
| 1Y | -1.8% | +95.6% | -97.4% | -29.2% |
| 3Y | +53.7% | +458.1% | -404.5% | -31.1% |
| All | +53.7% | +458.1% | -404.5% | -31.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling