+34.0%
HDB vs RBA
+182.6%
-148.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.0% | -1.0% | -2.6% |
| 7D | -2.0% | -1.1% | -1.0% | -1.8% |
| 30D | -4.9% | -13.2% | +8.3% | -1.8% |
| 3M | -2.3% | -21.4% | +19.1% | +2.7% |
| 6M | -23.7% | -20.9% | -2.8% | -20.0% |
| YTD | -38.5% | -19.9% | -18.6% | -35.9% |
| 1Y | -36.5% | -28.7% | -7.8% | -32.1% |
| 3Y | -28.5% | +27.4% | -55.9% | -34.5% |
| 5Y | -37.4% | +41.7% | -79.1% | -45.7% |
| 10Y | +34.0% | +189.6% | -155.6% | -10.1% |
| All | +34.0% | +182.6% | -148.5% | -10.1% |
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