+137.7%
HBAN vs RMBS
+1,376.2%
-1,238.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -0.9% |
| 7D | -1.5% | +3.5% | -4.9% | -2.0% |
| 30D | -5.5% | -8.6% | +3.1% | -4.4% |
| 3M | -0.2% | -40.3% | +40.1% | +6.1% |
| 6M | +5.2% | -1.0% | +6.1% | +2.4% |
| YTD | -2.3% | -4.6% | +2.3% | -5.1% |
| 1Y | -2.2% | +17.6% | -19.8% | -8.9% |
| 3Y | +73.8% | +58.6% | +15.2% | +50.2% |
| 5Y | +35.2% | +270.9% | -235.7% | +2.4% |
| 10Y | +155.4% | +569.1% | -413.7% | +76.6% |
| All | +137.7% | +1,376.2% | -1,238.6% | +4.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling