+48.6%
HAS vs RBA
+37.7%
+10.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.2% |
| 7D | -0.2% | +4.3% | -4.4% | -1.2% |
| 30D | +31.0% | +16.3% | +14.7% | +26.1% |
| 3M | +30.7% | +1.3% | +29.3% | +29.8% |
| 6M | +23.9% | -11.1% | +35.0% | +26.4% |
| YTD | +48.3% | -8.5% | +56.8% | +49.7% |
| 1Y | +60.2% | -2.1% | +62.3% | +58.9% |
| 3Y | +189.2% | +44.6% | +144.7% | +159.7% |
| All | +48.6% | +37.7% | +10.9% | +34.5% |
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