+2,576.6%
HD vs RBA
+4,003.4%
-1,426.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.5% |
| 7D | +4.3% | +4.3% | +0.1% | +3.2% |
| 30D | +20.2% | +16.3% | +3.9% | +15.5% |
| 3M | -1.0% | +1.3% | -2.3% | -1.5% |
| 6M | +7.9% | -11.1% | +19.0% | +10.5% |
| YTD | +2.0% | -8.5% | +10.4% | +3.2% |
| 1Y | -4.3% | -2.1% | -2.2% | -4.9% |
| 3Y | +25.9% | +44.6% | -18.6% | +11.3% |
| 5Y | +5.8% | +36.8% | -31.0% | -7.2% |
| 10Y | +262.5% | +227.3% | +35.2% | +145.1% |
| All | +2,576.6% | +4,003.4% | -1,426.9% | +805.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling