+303.0%
HIG vs RBA
+195.3%
+107.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.1% | +0.4% |
| 7D | -2.3% | -3.3% | +1.0% | -1.4% |
| 30D | -1.2% | -9.8% | +8.6% | +1.5% |
| 3M | +6.3% | -23.5% | +29.8% | +13.4% |
| 6M | +0.6% | -21.5% | +22.1% | +6.3% |
| YTD | +0.6% | -21.2% | +21.8% | +5.5% |
| 1Y | +6.1% | -30.2% | +36.3% | +15.2% |
| 3Y | +102.0% | +25.3% | +76.7% | +81.1% |
| 5Y | +119.2% | +35.1% | +84.1% | +85.4% |
| All | +303.0% | +195.3% | +107.8% | +127.5% |
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 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