-19.1%
HAL vs RBA
+236.6%
-255.7%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.3% | -0.8% |
| 7D | -7.9% | +2.5% | -10.4% | -8.8% |
| 30D | -2.1% | +11.6% | -13.6% | -6.2% |
| 3M | +0.4% | +1.5% | -1.1% | -0.7% |
| 6M | -19.2% | -6.6% | -12.6% | -18.7% |
| YTD | +14.4% | -6.3% | +20.6% | +13.7% |
| 1Y | +18.0% | -4.0% | +21.9% | +16.0% |
| 3Y | -9.7% | +47.3% | -57.0% | -27.3% |
| 5Y | +40.1% | +47.7% | -7.5% | +8.7% |
| 10Y | -19.1% | +224.7% | -243.8% | -63.0% |
| All | -19.1% | +236.6% | -255.7% | -63.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 10y: compounded portfolio wealth divided by compounded RBA 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…
10y analysis · Full analysis span regression · 6 months rolling