+270.9%
RMBS vs HDB
-38.7%
+309.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.7% | +1.5% |
| 7D | +3.5% | -4.9% | +8.3% | +5.3% |
| 30D | -8.6% | -5.8% | -2.8% | -6.7% |
| 3M | -40.3% | -5.2% | -35.1% | -39.8% |
| 6M | -1.0% | -25.7% | +24.7% | +9.7% |
| YTD | -4.6% | -39.6% | +35.0% | +14.3% |
| 1Y | +17.6% | -36.9% | +54.5% | +38.0% |
| 3Y | +58.6% | -29.7% | +88.4% | +74.7% |
| 5Y | +270.9% | -37.8% | +308.7% | +306.8% |
| All | +270.9% | -38.7% | +309.6% | +306.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling