-25.3%
HDB vs RBA
+37.7%
-63.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.3% | +3.1% | +2.0% |
| 7D | +13.3% | +4.3% | +9.1% | +12.4% |
| 30D | +13.6% | +16.3% | -2.8% | +10.2% |
| 3M | +5.8% | +1.3% | +4.4% | +5.3% |
| 6M | -1.9% | -11.1% | +9.2% | -0.3% |
| YTD | -31.2% | -8.5% | -22.7% | -30.6% |
| 1Y | -29.6% | -2.1% | -27.4% | -29.9% |
| 3Y | -10.1% | +44.6% | -54.7% | -18.2% |
| All | -25.3% | +37.7% | -63.0% | -29.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling