+12.9%
HAS vs RBA
+45.3%
-32.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | -1.8% | -2.9% | +1.1% | -1.1% |
| 30D | +2.3% | -12.3% | +14.6% | +5.4% |
| 3M | +10.4% | -20.5% | +30.9% | +16.0% |
| 6M | -3.2% | -18.5% | +15.3% | +0.8% |
| YTD | +15.4% | -18.2% | +33.6% | +19.9% |
| 1Y | +18.8% | -27.5% | +46.3% | +27.0% |
| 3Y | +43.9% | +38.1% | +5.9% | +31.2% |
| All | +12.9% | +45.3% | -32.3% | -2.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling