+271.4%
RMBS vs HIG
+118.4%
+153.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.7% |
| 7D | +3.5% | -0.5% | +3.9% | +3.5% |
| 30D | -8.6% | -2.8% | -5.8% | -8.1% |
| 3M | -40.3% | +6.3% | -46.7% | -41.9% |
| 6M | -1.0% | -0.1% | -0.9% | -2.2% |
| YTD | -4.6% | +0.4% | -5.0% | -6.3% |
| 1Y | +17.6% | +6.2% | +11.3% | +12.3% |
| 3Y | +58.6% | +101.6% | -43.0% | +7.6% |
| All | +271.4% | +118.4% | +153.0% | +135.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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