+243.3%
HL vs RBA
+44.6%
+198.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | -0.4% |
| 7D | +7.1% | -1.1% | +8.1% | +7.4% |
| 30D | +21.4% | -13.2% | +34.7% | +27.0% |
| 3M | +37.4% | -21.4% | +58.8% | +46.4% |
| 6M | +0.4% | -20.9% | +21.3% | +6.6% |
| YTD | +6.7% | -19.9% | +26.5% | +13.3% |
| 1Y | +102.4% | -28.7% | +131.0% | +123.0% |
| 3Y | +417.4% | +27.4% | +390.0% | +367.9% |
| 5Y | +243.3% | +41.7% | +201.6% | +203.8% |
| All | +243.3% | +44.6% | +198.7% | +203.8% |
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