-3.5%
HD vs RBA
-5.6%
+2.1%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.5% |
| 7D | -0.5% | -0.5% | +0.1% | -0.3% |
| 30D | +18.5% | +6.8% | +11.6% | +16.5% |
| 3M | +2.2% | +9.5% | -7.3% | -0.2% |
| 6M | +13.8% | -8.2% | +22.1% | +14.7% |
| YTD | +3.4% | -7.7% | +11.1% | -2.0% |
| 1Y | -3.5% | -6.9% | +3.4% | -9.5% |
| All | -3.5% | -5.6% | +2.1% | -9.5% |
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 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