+591.6%
HBM vs RBA
+195.3%
+396.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -1.0% | -6.6% | -7.1% |
| 7D | -3.7% | -3.3% | -0.5% | -2.2% |
| 30D | -3.7% | -9.8% | +6.1% | +1.0% |
| 3M | +8.0% | -23.5% | +31.5% | +20.6% |
| 6M | +15.8% | -21.5% | +37.3% | +27.6% |
| YTD | +34.4% | -21.2% | +55.5% | +46.1% |
| 1Y | +98.2% | -30.2% | +128.4% | +129.1% |
| 3Y | +476.6% | +25.3% | +451.3% | +370.5% |
| 5Y | +331.1% | +35.1% | +296.0% | +220.6% |
| All | +591.6% | +195.3% | +396.3% | +189.8% |
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