+78.0%
HST vs RBA
+42.3%
+35.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.3% |
| 7D | -2.7% | +4.3% | -7.0% | -3.8% |
| 30D | +10.7% | +16.3% | -5.6% | +5.9% |
| 3M | +6.3% | +1.3% | +4.9% | +5.6% |
| 6M | +19.0% | -11.1% | +30.0% | +21.9% |
| YTD | +47.0% | -8.5% | +55.5% | +48.5% |
| 1Y | +53.4% | -2.1% | +55.6% | +51.7% |
| 3Y | +78.0% | +44.6% | +33.4% | +64.0% |
| All | +78.0% | +42.3% | +35.7% | +64.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling