+383.7%
HIG vs RBA
+4,075.0%
-3,691.3%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.1% |
| 7D | +2.6% | +1.7% | +0.9% | +1.9% |
| 30D | +4.2% | +8.3% | -4.2% | +0.9% |
| 3M | +0.2% | +10.5% | -10.4% | -4.0% |
| 6M | +4.6% | -5.9% | +10.5% | +5.3% |
| YTD | +1.1% | -6.9% | +8.0% | +1.2% |
| 1Y | +4.7% | -4.9% | +9.5% | +3.8% |
| 3Y | +95.5% | +64.5% | +31.0% | +52.6% |
| 5Y | +111.7% | +46.1% | +65.6% | +65.3% |
| 10Y | +263.4% | +208.2% | +55.2% | +91.2% |
| All | +383.7% | +4,075.0% | -3,691.3% | +29.5% |
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