+275.9%
HL vs RBA
+3,565.5%
-3,289.7%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.6% |
| 7D | +1.5% | -2.9% | +4.4% | +2.6% |
| 30D | +25.1% | -12.3% | +37.4% | +30.6% |
| 3M | +22.9% | -20.5% | +43.4% | +31.4% |
| 6M | -4.9% | -18.5% | +13.6% | +0.6% |
| YTD | +7.8% | -18.2% | +26.1% | +14.2% |
| 1Y | +133.9% | -27.5% | +161.4% | +158.0% |
| 3Y | +380.9% | +38.1% | +342.8% | +318.4% |
| 5Y | +230.2% | +44.8% | +185.4% | +174.1% |
| 10Y | +265.6% | +187.1% | +78.4% | +129.4% |
| All | +275.9% | +3,565.5% | -3,289.7% | +23.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling