+96.7%
HST vs RBA
+185.7%
-89.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | -0.1% | +0.2% |
| 7D | -1.0% | -2.9% | +1.9% | -0.1% |
| 30D | -12.3% | -12.3% | 0.0% | -8.7% |
| 3M | -6.4% | -20.5% | +14.2% | -0.1% |
| 6M | +15.0% | -18.5% | +33.6% | +21.5% |
| YTD | +30.5% | -18.2% | +48.7% | +37.3% |
| 1Y | +35.7% | -27.5% | +63.2% | +48.0% |
| 3Y | +68.4% | +38.1% | +30.3% | +48.2% |
| 5Y | +73.1% | +44.8% | +28.3% | +45.9% |
| All | +96.7% | +185.7% | -89.1% | +18.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling