-66.4%
HUBS vs RMBS
+265.4%
-331.8%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | +0.4% |
| 7D | -9.0% | +1.8% | -10.8% | -9.4% |
| 30D | +7.2% | -13.9% | +21.1% | +10.4% |
| 3M | +20.9% | -39.8% | +60.7% | +33.3% |
| 6M | -13.0% | -6.0% | -7.0% | -22.0% |
| YTD | -43.8% | -5.4% | -38.5% | -50.9% |
| 1Y | -54.6% | -1.8% | -52.8% | -62.2% |
| 3Y | -58.5% | +53.7% | -112.1% | -75.6% |
| All | -66.4% | +265.4% | -331.8% | -90.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling