+257.9%
HD vs RBA
+236.6%
+21.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.4% | +0.5% | +2.2% |
| 7D | +3.6% | +2.5% | +1.1% | +2.9% |
| 30D | +21.6% | +11.6% | +10.0% | +17.6% |
| 3M | +0.1% | +1.5% | -1.4% | -0.6% |
| 6M | +13.0% | -6.6% | +19.6% | +14.4% |
| YTD | +4.9% | -6.3% | +11.2% | +5.4% |
| 1Y | -2.1% | -4.0% | +1.9% | -2.4% |
| 3Y | +32.6% | +47.3% | -14.7% | +13.7% |
| 5Y | +8.2% | +47.7% | -39.4% | -9.6% |
| 10Y | +257.9% | +224.7% | +33.2% | +111.6% |
| All | +257.9% | +236.6% | +21.4% | +111.6% |
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