+534.0%
RMBS vs HDB
+63.5%
+470.5%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.5% | -3.7% | -3.4% |
| 7D | +10.3% | +2.7% | +7.6% | +9.3% |
| 30D | -10.7% | +14.1% | -24.9% | -15.4% |
| 3M | -17.2% | +11.8% | -29.0% | -21.1% |
| 6M | -39.0% | +8.2% | -47.2% | -41.6% |
| YTD | -10.5% | -29.3% | +18.8% | +0.8% |
| 1Y | -11.0% | -28.8% | +17.8% | -0.2% |
| 3Y | +31.3% | -7.5% | +38.8% | +30.0% |
| 5Y | +242.8% | -23.1% | +265.8% | +258.5% |
| All | +534.0% | +63.5% | +470.5% | +415.4% |
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