+36.1%
HST vs RBRK
+124.5%
-88.3%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.0% | +0.6% |
| 7D | +0.9% | -7.5% | +8.4% | +1.4% |
| 30D | -2.5% | -10.4% | +8.0% | -1.9% |
| 3M | -5.1% | +21.3% | -26.4% | -7.3% |
| 6M | +21.6% | +50.6% | -29.0% | +15.7% |
| YTD | +31.6% | +13.3% | +18.3% | +28.5% |
| 1Y | +36.1% | +11.2% | +24.9% | +32.4% |
| All | +36.1% | +124.5% | -88.3% | +17.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling