-17.4%
RMBS vs HUBB
-4.0%
-13.4%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.5% | -3.5% | -3.2% |
| 7D | -8.9% | +0.2% | -9.1% | -8.9% |
| 30D | -24.8% | -8.8% | -16.0% | -16.4% |
| 3M | -17.6% | -12.5% | -5.1% | -4.1% |
| 6M | -25.7% | -14.5% | -11.1% | -10.9% |
| YTD | -9.8% | -0.4% | -9.3% | -12.3% |
| 1Y | -17.4% | -3.4% | -13.9% | -14.4% |
| All | -17.4% | -4.0% | -13.4% | -14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 HUBB 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