-54.1%
HUBS vs RMBS
-18.2%
-35.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -6.0% | +1.8% | -5.0% |
| 7D | -13.0% | -8.9% | -4.1% | -14.0% |
| 30D | -1.8% | -24.8% | +23.0% | -5.1% |
| 3M | -13.0% | -17.6% | +4.6% | -14.1% |
| 6M | -12.4% | -25.7% | +13.2% | -14.6% |
| YTD | -46.0% | -9.8% | -36.2% | -47.5% |
| 1Y | -54.1% | -17.4% | -36.7% | -54.9% |
| All | -54.1% | -18.2% | -35.9% | -54.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling