+6.2%
HCA vs RBA
-5.8%
+12.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.3% | -0.4% |
| 7D | +0.8% | +1.7% | -0.9% | +0.7% |
| 30D | +6.1% | +8.3% | -2.3% | +5.5% |
| 3M | +21.4% | +10.5% | +10.9% | +20.5% |
| 6M | +17.2% | -5.9% | +23.0% | +16.9% |
| YTD | +7.5% | -6.9% | +14.3% | +4.6% |
| 1Y | +6.2% | -4.9% | +11.0% | +3.9% |
| All | +6.2% | -5.8% | +12.0% | +3.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling