-4.3%
HD vs RBA
-3.3%
-1.0%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.5% |
| 7D | +4.3% | +4.3% | +0.1% | +3.4% |
| 30D | +20.2% | +16.3% | +3.9% | +16.1% |
| 3M | -1.0% | +1.3% | -2.3% | -1.7% |
| 6M | +7.9% | -11.1% | +19.0% | +9.5% |
| YTD | +2.0% | -8.5% | +10.4% | -1.5% |
| 1Y | -4.3% | -2.1% | -2.2% | -11.4% |
| All | -4.3% | -3.3% | -1.0% | -11.4% |
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