-4.6%
HD vs RBRK
+62.9%
-67.5%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +2.1% | +4.4% | +6.6% |
| 7D | +11.9% | -12.5% | +24.4% | +11.8% |
| 30D | +26.4% | -3.0% | +29.4% | +26.3% |
| 3M | +2.8% | +46.9% | -44.1% | +2.7% |
| 6M | +15.5% | +105.4% | -89.9% | +15.4% |
| YTD | +5.5% | +55.6% | -50.0% | +5.4% |
| 1Y | -4.6% | +63.9% | -68.5% | -5.7% |
| All | -4.6% | +62.9% | -67.5% | -5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 RBRK 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