+13.3%
RMBS vs HRB
+1.1%
+12.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.0% | +5.3% | +0.4% |
| 7D | -0.3% | -5.7% | +5.3% | -1.7% |
| 30D | -12.2% | +7.9% | -20.1% | -10.2% |
| 3M | -49.5% | +32.1% | -81.7% | -44.7% |
| 6M | -7.1% | +62.2% | -69.4% | +4.2% |
| YTD | -7.0% | +16.4% | -23.4% | -0.7% |
| 1Y | +13.3% | -0.3% | +13.6% | +24.3% |
| All | +13.3% | +1.1% | +12.3% | +24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 1y: compounded portfolio wealth divided by compounded HRB 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…
1y analysis · Full analysis span regression · 6 months rolling