+266.6%
HST vs RBA
+3,565.6%
-3,299.0%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | -0.1% | +0.2% |
| 7D | -1.0% | -2.9% | +1.9% | 0.0% |
| 30D | -12.3% | -12.3% | 0.0% | -8.3% |
| 3M | -6.4% | -20.5% | +14.2% | +0.5% |
| 6M | +15.0% | -18.5% | +33.6% | +22.2% |
| YTD | +30.5% | -18.2% | +48.7% | +38.0% |
| 1Y | +35.7% | -27.5% | +63.2% | +49.3% |
| 3Y | +68.4% | +38.1% | +30.3% | +45.8% |
| 5Y | +73.1% | +44.8% | +28.3% | +42.8% |
| 10Y | +92.7% | +187.1% | -94.4% | +16.5% |
| All | +266.6% | +3,565.6% | -3,299.0% | +31.4% |
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