+113.6%
HAL vs RBA
+4,003.4%
-3,889.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.1% | +0.2% |
| 7D | -12.0% | +4.3% | -16.2% | -13.3% |
| 30D | +0.3% | +16.3% | -16.0% | -5.0% |
| 3M | -1.6% | +1.3% | -2.9% | -2.6% |
| 6M | -20.5% | -11.1% | -9.4% | -18.6% |
| YTD | +14.2% | -8.5% | +22.7% | +14.7% |
| 1Y | +18.9% | -2.1% | +21.0% | +16.5% |
| 3Y | -13.7% | +44.6% | -58.3% | -27.6% |
| 5Y | +42.2% | +36.8% | +5.3% | +17.8% |
| 10Y | -16.7% | +227.3% | -244.0% | -50.9% |
| All | +113.6% | +4,003.4% | -3,889.8% | -20.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling