+101.9%
HAS vs RBA
+236.6%
-134.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.4% | -0.7% | +1.0% |
| 7D | +2.2% | +2.5% | -0.3% | +1.5% |
| 30D | +29.6% | +11.6% | +18.0% | +25.5% |
| 3M | +30.3% | +1.5% | +28.8% | +29.3% |
| 6M | +25.6% | -6.6% | +32.2% | +26.8% |
| YTD | +50.8% | -6.3% | +57.1% | +51.5% |
| 1Y | +63.0% | -4.0% | +67.0% | +62.5% |
| 3Y | +211.6% | +47.3% | +164.3% | +171.1% |
| 5Y | +50.4% | +47.7% | +2.7% | +27.6% |
| 10Y | +101.9% | +224.7% | -122.8% | +27.2% |
| All | +101.9% | +236.6% | -134.7% | +27.2% |
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