+245.3%
HD vs RBA
+209.3%
+35.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | -1.2% | +0.6% | -1.8% | -1.3% |
| 30D | +20.9% | +9.0% | +11.9% | +17.8% |
| 3M | -0.2% | +7.2% | -7.3% | -2.4% |
| 6M | +14.5% | -7.8% | +22.3% | +16.3% |
| YTD | +4.3% | -6.4% | +10.7% | +4.8% |
| 1Y | -3.5% | -4.2% | +0.7% | -3.7% |
| 3Y | +30.1% | +64.1% | -33.9% | +8.2% |
| 5Y | +8.5% | +48.4% | -39.9% | -9.5% |
| 10Y | +245.3% | +209.9% | +35.4% | +107.1% |
| All | +245.3% | +209.3% | +35.9% | +107.1% |
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 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