+456.2%
HBM vs RBA
+638.1%
-182.0%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.1% | -1.5% |
| 7D | +2.2% | +1.7% | +0.5% | +1.5% |
| 30D | -11.8% | +8.3% | -20.1% | -15.4% |
| 3M | -19.2% | +10.5% | -29.8% | -23.6% |
| 6M | -22.9% | -5.9% | -17.0% | -22.7% |
| YTD | +7.8% | -6.9% | +14.7% | +7.6% |
| 1Y | +34.9% | -4.9% | +39.8% | +33.3% |
| 3Y | +422.2% | +64.5% | +357.7% | +283.1% |
| 5Y | +192.8% | +46.1% | +146.7% | +119.0% |
| 10Y | +281.1% | +208.2% | +72.9% | +87.7% |
| All | +456.2% | +638.1% | -182.0% | +96.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling