+1,049.0%
RMBS vs HRB
+1,330.8%
-281.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -6.5% | +8.1% | +3.8% |
| 7D | +3.0% | -9.1% | +12.0% | +6.1% |
| 30D | -14.4% | +0.3% | -14.7% | -15.1% |
| 3M | -42.8% | +23.4% | -66.2% | -48.1% |
| 6M | -1.4% | +45.1% | -46.5% | -18.1% |
| YTD | -5.4% | +8.9% | -14.3% | -13.2% |
| 1Y | +18.6% | -7.9% | +26.5% | +15.1% |
| 3Y | +57.3% | +27.9% | +29.3% | +30.8% |
| 5Y | +265.7% | +108.3% | +157.4% | +140.0% |
| 10Y | +546.0% | +208.4% | +337.6% | +215.0% |
| All | +1,049.0% | +1,330.8% | -281.9% | +81.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling