+71.1%
HCA vs RBA
+36.6%
+34.5%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.8% | 0.0% |
| 7D | +2.9% | -3.3% | +6.2% | +3.5% |
| 30D | +2.4% | -9.8% | +12.2% | +4.2% |
| 3M | +13.0% | -23.5% | +36.5% | +18.0% |
| 6M | -21.4% | -21.5% | +0.1% | -18.5% |
| YTD | -9.5% | -21.2% | +11.7% | -6.7% |
| 1Y | +7.5% | -30.2% | +37.7% | +13.5% |
| 3Y | +57.6% | +25.3% | +32.3% | +43.5% |
| 5Y | +71.1% | +35.1% | +36.0% | +47.5% |
| All | +71.1% | +36.6% | +34.5% | +47.5% |
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