+271.4%
RMBS vs HRB
+111.1%
+160.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +0.9% |
| 7D | +3.5% | -10.6% | +14.1% | +3.6% |
| 30D | -8.6% | -0.8% | -7.8% | -8.6% |
| 3M | -40.3% | +19.1% | -59.4% | -40.5% |
| 6M | -1.0% | +48.7% | -49.7% | -3.8% |
| YTD | -4.6% | +7.1% | -11.7% | -3.5% |
| 1Y | +17.6% | -8.3% | +25.9% | +21.5% |
| 3Y | +58.6% | +25.8% | +32.8% | +54.5% |
| All | +271.4% | +111.1% | +160.3% | +247.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling