-2.6%
HD vs RBA
-3.8%
+1.2%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.8% |
| 7D | +5.2% | +3.2% | +2.0% | +4.4% |
| 30D | +20.7% | +12.0% | +8.7% | +17.4% |
| 3M | +0.8% | +2.9% | -2.1% | -0.3% |
| 6M | +12.2% | -6.3% | +18.5% | +12.4% |
| YTD | +4.2% | -5.9% | +10.1% | -1.3% |
| 1Y | -2.6% | -3.9% | +1.3% | -9.3% |
| All | -2.6% | -3.8% | +1.2% | -9.3% |
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