+852.7%
RMBS vs HDB
+3,812.1%
-2,959.4%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.8% | +1.5% |
| 7D | -0.3% | +0.4% | -0.8% | -0.5% |
| 30D | -12.2% | -2.8% | -9.4% | -11.4% |
| 3M | -49.5% | -3.5% | -46.0% | -49.3% |
| 6M | -7.1% | -24.7% | +17.6% | +1.9% |
| YTD | -7.0% | -36.6% | +29.6% | +8.5% |
| 1Y | +13.3% | -34.4% | +47.7% | +30.2% |
| 3Y | +49.2% | -24.4% | +73.6% | +60.2% |
| 5Y | +250.0% | -35.4% | +285.3% | +291.6% |
| 10Y | +495.1% | +39.5% | +455.6% | +382.4% |
| All | +852.7% | +3,812.1% | -2,959.4% | +198.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling