+155.3%
HBAN vs RMBS
+566.4%
-411.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | +0.3% |
| 7D | -1.0% | +1.8% | -2.8% | -1.4% |
| 30D | -5.6% | -13.9% | +8.3% | -2.4% |
| 3M | -1.1% | -39.8% | +38.7% | +9.7% |
| 6M | +9.9% | -6.0% | +15.9% | +4.3% |
| YTD | -0.9% | -5.4% | +4.4% | -7.9% |
| 1Y | -1.4% | -1.8% | +0.4% | -11.6% |
| 3Y | +78.2% | +53.7% | +24.6% | +26.0% |
| 5Y | +37.0% | +268.5% | -231.5% | -36.4% |
| All | +155.3% | +566.4% | -411.2% | -11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 10y: compounded portfolio wealth divided by compounded RMBS 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…
10y analysis · Full analysis span regression · 6 months rolling