+61.3%
HDB vs RBA
+236.6%
-175.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.4% | +0.3% | +2.1% |
| 7D | +13.7% | +2.5% | +11.2% | +13.1% |
| 30D | +15.8% | +11.6% | +4.3% | +12.9% |
| 3M | +9.2% | +1.5% | +7.7% | +8.6% |
| 6M | +3.2% | -6.6% | +9.8% | +4.1% |
| YTD | -29.4% | -6.3% | -23.1% | -29.0% |
| 1Y | -27.9% | -4.0% | -24.0% | -28.0% |
| 3Y | -5.9% | +47.3% | -53.1% | -16.6% |
| 5Y | -23.5% | +47.7% | -71.2% | -33.8% |
| 10Y | +61.3% | +224.7% | -163.4% | +5.9% |
| All | +61.3% | +236.6% | -175.2% | +5.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling