+105.0%
HL vs RBA
-29.1%
+134.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.1% |
| 7D | +0.4% | -1.9% | +2.3% | +0.9% |
| 30D | +18.8% | -13.0% | +31.8% | +23.7% |
| 3M | +43.7% | -23.1% | +66.8% | +51.1% |
| 6M | -1.0% | -22.6% | +21.5% | +3.5% |
| YTD | +8.7% | -20.4% | +29.1% | +14.1% |
| 1Y | +105.0% | -29.6% | +134.6% | +109.5% |
| All | +105.0% | -29.1% | +134.1% | +109.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling