+10.3%
HLT vs RBRK
+5.6%
+4.7%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | 0.0% |
| 7D | -1.6% | -7.5% | +5.9% | -1.7% |
| 30D | -5.0% | -10.4% | +5.4% | -5.1% |
| 3M | -10.4% | +21.3% | -31.7% | -10.1% |
| 6M | +3.2% | +50.6% | -47.4% | +3.6% |
| YTD | +6.7% | +13.3% | -6.6% | +6.3% |
| 1Y | +10.3% | +11.2% | -1.0% | +8.4% |
| All | +10.3% | +5.6% | +4.7% | +8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 1y: compounded portfolio wealth divided by compounded RBRK 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…
1y analysis · Full analysis span regression · 6 months rolling