+4,096.6%
HDB vs RBA
+2,956.2%
+1,140.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.3% | +3.1% | +2.3% |
| 7D | +13.3% | +4.3% | +9.1% | +11.7% |
| 30D | +13.6% | +16.3% | -2.8% | +7.4% |
| 3M | +5.8% | +1.3% | +4.4% | +4.9% |
| 6M | -1.9% | -11.1% | +9.2% | +1.1% |
| YTD | -31.2% | -8.5% | -22.7% | -30.2% |
| 1Y | -29.6% | -2.1% | -27.4% | -30.4% |
| 3Y | -10.1% | +44.6% | -54.7% | -25.3% |
| 5Y | -24.3% | +36.8% | -61.2% | -38.1% |
| 10Y | +59.3% | +227.3% | -168.0% | -16.0% |
| All | +4,096.6% | +2,956.2% | +1,140.4% | +833.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling