+137.8%
HL vs RBA
+48.5%
+89.4%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +0.4% | -7.7% | -7.4% |
| 7D | +8.2% | +3.2% | +5.0% | +7.2% |
| 30D | -16.3% | +12.0% | -28.3% | -19.4% |
| 3M | -18.6% | +2.9% | -21.4% | -19.6% |
| 6M | -23.2% | -6.3% | -16.9% | -22.8% |
| YTD | -25.5% | -5.9% | -19.6% | -25.0% |
| 1Y | -4.8% | -3.9% | -0.9% | -4.7% |
| 3Y | +281.4% | +64.9% | +216.5% | +219.4% |
| 5Y | +137.8% | +48.5% | +89.4% | +118.9% |
| All | +137.8% | +48.5% | +89.4% | +118.9% |
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