+54.9%
RMBS vs HDB
-30.2%
+85.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.7% | +1.4% |
| 7D | +3.5% | -4.9% | +8.3% | +5.0% |
| 30D | -8.6% | -5.8% | -2.8% | -7.0% |
| 3M | -40.3% | -5.2% | -35.1% | -40.1% |
| 6M | -1.0% | -25.7% | +24.7% | +7.5% |
| YTD | -4.6% | -39.6% | +35.0% | +10.0% |
| 1Y | +17.6% | -36.9% | +54.5% | +33.3% |
| All | +54.9% | -30.2% | +85.1% | +71.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling