+35.7%
HST vs RBRK
+6.4%
+29.2%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | +0.3% |
| 7D | -1.0% | +0.7% | -1.7% | -1.0% |
| 30D | -12.3% | +10.4% | -22.7% | -12.3% |
| 3M | -6.4% | +21.6% | -28.0% | -6.5% |
| 6M | +15.0% | +70.7% | -55.7% | +13.2% |
| YTD | +30.5% | +22.5% | +8.0% | +28.4% |
| 1Y | +35.7% | +8.2% | +27.4% | +32.8% |
| All | +35.7% | +6.4% | +29.2% | +32.8% |
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