+148.7%
HAL vs RBA
+3,565.5%
-3,416.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.7% |
| 7D | +2.9% | -2.9% | +5.9% | +4.0% |
| 30D | +17.0% | -12.3% | +29.3% | +22.0% |
| 3M | -9.7% | -20.5% | +10.9% | -3.5% |
| 6M | +8.6% | -18.5% | +27.2% | +14.5% |
| YTD | +33.0% | -18.2% | +51.2% | +39.3% |
| 1Y | +68.3% | -27.5% | +95.8% | +83.2% |
| 3Y | +0.1% | +38.1% | -38.0% | -14.5% |
| 5Y | +102.6% | +44.8% | +57.8% | +64.1% |
| 10Y | +3.8% | +187.1% | -183.3% | -35.7% |
| All | +148.7% | +3,565.5% | -3,416.8% | -3.4% |
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