+271.4%
RMBS vs HBM
+371.5%
-100.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.1% |
| 7D | +3.5% | +5.5% | -2.1% | +1.4% |
| 30D | -8.6% | +3.3% | -11.9% | -9.9% |
| 3M | -40.3% | +12.7% | -53.0% | -43.2% |
| 6M | -1.0% | +28.2% | -29.2% | -9.5% |
| YTD | -4.6% | +45.3% | -49.9% | -17.6% |
| 1Y | +17.6% | +121.7% | -104.1% | -11.9% |
| 3Y | +58.6% | +523.5% | -464.9% | -15.2% |
| All | +271.4% | +371.5% | -100.1% | +113.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling