+271.4%
RMBS vs HUBB
+150.1%
+121.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +3.0% | +2.7% |
| 7D | +3.5% | +1.1% | +2.4% | +2.4% |
| 30D | -8.6% | -9.6% | +1.0% | -0.3% |
| 3M | -40.3% | -6.2% | -34.1% | -36.5% |
| 6M | -1.0% | -6.2% | +5.2% | +5.5% |
| YTD | -4.6% | +3.4% | -8.0% | -6.0% |
| 1Y | +17.6% | +5.3% | +12.2% | +14.9% |
| 3Y | +58.6% | +44.4% | +14.3% | +27.0% |
| All | +271.4% | +150.1% | +121.3% | +99.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling