-36.5%
RMBS vs HDB
+5.2%
-41.7%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.2% | +5.5% | +5.7% |
| 7D | +3.0% | +6.9% | -4.0% | +3.1% |
| 30D | -15.5% | +15.2% | -30.8% | -15.6% |
| 3M | -11.5% | +11.7% | -23.2% | -11.4% |
| 6M | -36.5% | +7.5% | -44.1% | -38.9% |
| All | -36.5% | +5.2% | -41.7% | -38.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling