+2,401.9%
HD vs RBA
+3,565.6%
-1,163.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.9% |
| 7D | -2.1% | -2.9% | +0.9% | -1.3% |
| 30D | -8.4% | -12.3% | +3.9% | -5.3% |
| 3M | +4.3% | -20.5% | +24.9% | +10.2% |
| 6M | -11.1% | -18.5% | +7.4% | -6.9% |
| YTD | -4.7% | -18.2% | +13.6% | -0.6% |
| 1Y | -19.8% | -27.5% | +7.7% | -13.8% |
| 3Y | +4.1% | +38.1% | -34.0% | -6.9% |
| 5Y | +10.3% | +44.8% | -34.5% | -4.9% |
| 10Y | +203.2% | +187.1% | +16.0% | +112.1% |
| All | +2,401.9% | +3,565.6% | -1,163.7% | +772.5% |
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