+1,050.9%
RMBS vs HBM
+654.2%
+396.7%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.7% | -4.1% | +0.3% |
| 7D | +3.0% | +7.3% | -4.4% | +1.2% |
| 30D | -14.4% | +5.0% | -19.4% | -15.5% |
| 3M | -42.8% | +11.1% | -53.9% | -44.4% |
| 6M | -1.4% | +30.2% | -31.6% | -7.1% |
| YTD | -5.4% | +46.2% | -51.6% | -14.0% |
| 1Y | +18.6% | +120.0% | -101.4% | -1.7% |
| 3Y | +57.3% | +527.3% | -470.0% | +2.4% |
| 5Y | +265.7% | +400.3% | -134.6% | +138.2% |
| 10Y | +546.0% | +621.3% | -75.3% | +238.2% |
| All | +1,050.9% | +654.2% | +396.7% | +223.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling