+460.9%
HBM vs RBA
+25.0%
+435.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -1.0% | -6.6% | -7.3% |
| 7D | -3.7% | -3.3% | -0.5% | -2.9% |
| 30D | -3.7% | -9.8% | +6.1% | -1.0% |
| 3M | +8.0% | -23.5% | +31.5% | +14.6% |
| 6M | +15.8% | -21.5% | +37.3% | +21.7% |
| YTD | +34.4% | -21.2% | +55.5% | +40.1% |
| 1Y | +98.2% | -30.2% | +128.4% | +115.3% |
| All | +460.9% | +25.0% | +435.8% | +391.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling