-1.8%
HAL vs RBRK
+124.5%
-126.3%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | -0.4% |
| 7D | -3.3% | -7.5% | +4.2% | -2.7% |
| 30D | +8.2% | -10.4% | +18.6% | +8.8% |
| 3M | -9.4% | +21.3% | -30.7% | -11.5% |
| 6M | +0.6% | +50.6% | -50.0% | -4.2% |
| YTD | +28.6% | +13.3% | +15.3% | +25.6% |
| 1Y | +63.9% | +11.2% | +52.7% | +59.6% |
| All | -1.8% | +124.5% | -126.3% | -17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 RBRK 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