+1,049.0%
RMBS vs HIG
+553.1%
+495.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.0% | +3.6% | +2.2% |
| 7D | +3.0% | -1.1% | +4.0% | +3.2% |
| 30D | -14.4% | -4.9% | -9.5% | -13.4% |
| 3M | -42.8% | +6.8% | -49.6% | -44.3% |
| 6M | -1.4% | -1.7% | +0.3% | -2.3% |
| YTD | -5.4% | -0.2% | -5.2% | -6.9% |
| 1Y | +18.6% | +5.7% | +12.9% | +14.7% |
| 3Y | +57.3% | +100.3% | -43.0% | +26.4% |
| 5Y | +265.7% | +118.5% | +147.2% | +186.3% |
| 10Y | +546.0% | +309.7% | +236.3% | +309.8% |
| All | +1,049.0% | +553.1% | +495.9% | +239.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling