-2.5%
HAL vs RBA
+36.9%
-39.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.6% |
| 7D | +2.9% | -2.9% | +5.9% | +3.5% |
| 30D | +17.0% | -12.3% | +29.3% | +19.7% |
| 3M | -9.7% | -20.5% | +10.9% | -6.4% |
| 6M | +8.6% | -18.5% | +27.2% | +11.6% |
| YTD | +33.0% | -18.2% | +51.2% | +35.6% |
| 1Y | +68.3% | -27.5% | +95.8% | +77.8% |
| All | -2.5% | +36.9% | -39.4% | -6.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling