+328.1%
HST vs RBA
+4,035.9%
-3,707.8%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.5% |
| 7D | +3.6% | -0.5% | +4.2% | +3.8% |
| 30D | +9.9% | +6.8% | +3.1% | +7.2% |
| 3M | +12.9% | +9.5% | +3.5% | +9.0% |
| 6M | +22.9% | -8.2% | +31.1% | +25.0% |
| YTD | +52.4% | -7.7% | +60.1% | +54.1% |
| 1Y | +52.5% | -6.9% | +59.4% | +53.7% |
| 3Y | +87.4% | +61.6% | +25.8% | +53.6% |
| 5Y | +82.9% | +44.7% | +38.2% | +51.2% |
| 10Y | +134.8% | +205.3% | -70.6% | +38.8% |
| All | +328.1% | +4,035.9% | -3,707.8% | +46.7% |
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