+50.4%
HAS vs RBA
+47.6%
+2.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.4% | -0.7% | +1.1% |
| 7D | +2.2% | +2.5% | -0.3% | +1.5% |
| 30D | +29.6% | +11.6% | +18.0% | +26.0% |
| 3M | +30.3% | +1.5% | +28.8% | +29.4% |
| 6M | +25.6% | -6.6% | +32.2% | +26.6% |
| YTD | +50.8% | -6.3% | +57.1% | +51.3% |
| 1Y | +63.0% | -4.0% | +67.0% | +62.5% |
| 3Y | +211.6% | +47.3% | +164.3% | +178.5% |
| 5Y | +50.4% | +47.7% | +2.7% | +35.3% |
| All | +50.4% | +47.6% | +2.8% | +35.3% |
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