+1,049.0%
RMBS vs HUBB
+2,220.1%
-1,171.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +1.1% |
| 7D | +3.0% | +4.8% | -1.9% | -0.3% |
| 30D | -14.4% | -9.3% | -5.1% | -8.6% |
| 3M | -42.8% | -3.9% | -39.0% | -40.9% |
| 6M | -1.4% | -0.8% | -0.6% | +0.3% |
| YTD | -5.4% | +5.6% | -11.0% | -7.5% |
| 1Y | +18.6% | +7.7% | +10.8% | +15.2% |
| 3Y | +57.3% | +47.5% | +9.8% | +27.4% |
| 5Y | +265.7% | +153.7% | +112.0% | +105.8% |
| 10Y | +546.0% | +433.0% | +113.0% | +117.5% |
| All | +1,049.0% | +2,220.1% | -1,171.2% | +49.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling