+281.4%
HL vs RBA
+51.9%
+229.5%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +0.4% | -7.7% | -7.4% |
| 7D | +8.2% | +3.2% | +5.0% | +7.0% |
| 30D | -16.3% | +12.0% | -28.3% | -19.8% |
| 3M | -18.6% | +2.9% | -21.4% | -19.6% |
| 6M | -23.2% | -6.3% | -16.9% | -23.0% |
| YTD | -25.5% | -5.9% | -19.6% | -25.2% |
| 1Y | -4.8% | -3.9% | -0.9% | -5.0% |
| 3Y | +281.4% | +64.9% | +216.5% | +165.1% |
| All | +281.4% | +51.9% | +229.5% | +165.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling