+558.9%
RMBS vs HDB
+42.1%
+516.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.9% | -5.0% | -0.7% |
| 7D | +1.8% | +0.7% | +1.1% | +1.4% |
| 30D | -13.9% | +1.0% | -14.9% | -14.4% |
| 3M | -39.8% | -2.0% | -37.8% | -40.0% |
| 6M | -6.0% | -18.1% | +12.1% | +0.4% |
| YTD | -5.4% | -36.1% | +30.8% | +11.0% |
| 1Y | -1.8% | -34.0% | +32.2% | +13.3% |
| 3Y | +53.7% | -26.7% | +80.4% | +67.0% |
| 5Y | +268.5% | -33.9% | +302.4% | +308.7% |
| All | +558.9% | +42.1% | +516.8% | +448.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 10y: compounded portfolio wealth divided by compounded HDB 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…
10y analysis · Full analysis span regression · 6 months rolling