-1.8%
HD vs RBRK
+130.3%
-132.1%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | -3.9% | -3.5% | -0.4% | -3.8% |
| 30D | -13.1% | -8.3% | -4.9% | -13.0% |
| 3M | -3.4% | +24.7% | -28.1% | -4.4% |
| 6M | -12.6% | +58.9% | -71.5% | -14.5% |
| YTD | -9.2% | +16.3% | -25.5% | -10.1% |
| 1Y | -23.9% | +10.1% | -34.1% | -24.7% |
| All | -1.8% | +130.3% | -132.1% | -6.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling