+119.8%
HIG vs RBA
+39.8%
+80.1%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.3% | +0.8% |
| 7D | -0.5% | -1.9% | +1.4% | -0.2% |
| 30D | -2.8% | -13.0% | +10.1% | -0.6% |
| 3M | +6.3% | -23.1% | +29.5% | +10.5% |
| 6M | -0.1% | -22.6% | +22.5% | +3.5% |
| YTD | +0.4% | -20.4% | +20.8% | +3.1% |
| 1Y | +6.2% | -29.6% | +35.8% | +11.6% |
| 3Y | +101.6% | +26.6% | +75.1% | +90.2% |
| 5Y | +119.8% | +38.2% | +81.7% | +103.1% |
| All | +119.8% | +39.8% | +80.1% | +103.1% |
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 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