+513.1%
RMBS vs USHY
+49.7%
+463.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -1.4% |
| 7D | +1.2% | -0.7% | +1.9% | +3.1% |
| 30D | -11.5% | -0.5% | -10.9% | -10.2% |
| 3M | -38.2% | +0.5% | -38.7% | -38.8% |
| 6M | -4.8% | +1.5% | -6.3% | -6.9% |
| YTD | -7.1% | +1.7% | -8.9% | -9.4% |
| 1Y | +10.7% | +3.5% | +7.1% | +4.2% |
| 3Y | +54.5% | +27.2% | +27.3% | -4.4% |
| 5Y | +261.7% | +21.0% | +240.7% | +157.7% |
| All | +513.1% | +49.7% | +463.5% | +203.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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