+65.9%
HDB vs RBA
+204.3%
-138.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.9% |
| 7D | +4.1% | -0.5% | +4.6% | +4.2% |
| 30D | +13.0% | +6.8% | +6.1% | +11.2% |
| 3M | +11.3% | +9.5% | +1.8% | +8.8% |
| 6M | +6.9% | -8.2% | +15.2% | +8.4% |
| YTD | -29.6% | -7.7% | -21.9% | -29.0% |
| 1Y | -29.5% | -6.9% | -22.6% | -29.1% |
| 3Y | -8.1% | +61.6% | -69.8% | -20.4% |
| 5Y | -23.4% | +44.7% | -68.1% | -33.5% |
| All | +65.9% | +204.3% | -138.4% | +9.9% |
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