+142.6%
HL vs RBA
+4,035.9%
-3,893.3%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.5% | -4.0% | -4.9% |
| 7D | -7.6% | -0.5% | -7.1% | -7.4% |
| 30D | -17.5% | +6.8% | -24.3% | -19.5% |
| 3M | -26.2% | +9.5% | -35.7% | -28.8% |
| 6M | -35.1% | -8.2% | -26.9% | -34.2% |
| YTD | -30.4% | -7.7% | -22.7% | -29.5% |
| 1Y | -14.0% | -6.9% | -7.1% | -13.0% |
| 3Y | +256.3% | +61.6% | +194.7% | +193.6% |
| 5Y | +112.5% | +44.7% | +67.8% | +76.4% |
| 10Y | +131.3% | +205.3% | -74.1% | +41.9% |
| All | +142.6% | +4,035.9% | -3,893.3% | -24.0% |
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