+630.8%
HLT vs RBA
+388.1%
+242.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.0% | -0.2% | -1.6% |
| 7D | -2.4% | -1.1% | -1.4% | -2.1% |
| 30D | -4.1% | -13.2% | +9.1% | -0.5% |
| 3M | -10.6% | -21.4% | +10.8% | -5.5% |
| 6M | +2.0% | -20.9% | +22.9% | +7.5% |
| YTD | +6.1% | -19.9% | +26.0% | +11.0% |
| 1Y | +9.8% | -28.7% | +38.5% | +18.5% |
| 3Y | +99.0% | +27.4% | +71.6% | +81.0% |
| 5Y | +151.5% | +41.7% | +109.7% | +117.0% |
| 10Y | +561.1% | +189.6% | +371.5% | +352.2% |
| All | +630.8% | +388.1% | +242.7% | +350.5% |
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