+284.2%
HL vs RBA
+189.2%
+95.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.1% |
| 7D | +0.4% | -1.9% | +2.3% | +1.0% |
| 30D | +18.8% | -13.0% | +31.8% | +24.3% |
| 3M | +43.7% | -23.1% | +66.8% | +55.0% |
| 6M | -1.0% | -22.6% | +21.5% | +6.3% |
| YTD | +8.7% | -20.4% | +29.1% | +16.0% |
| 1Y | +105.0% | -29.6% | +134.6% | +127.8% |
| 3Y | +427.3% | +26.6% | +400.7% | +374.3% |
| 5Y | +249.3% | +38.2% | +211.1% | +197.3% |
| 10Y | +284.2% | +194.7% | +89.4% | +143.6% |
| All | +284.2% | +189.2% | +95.0% | +143.6% |
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