+34.9%
HST vs RBRK
+130.1%
-95.2%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.1% | +2.9% | +0.1% |
| 7D | -0.3% | +1.9% | -2.2% | -0.5% |
| 30D | -2.8% | -9.3% | +6.5% | -2.3% |
| 3M | -6.5% | +23.8% | -30.3% | -8.7% |
| 6M | +20.7% | +55.4% | -34.6% | +14.6% |
| YTD | +30.5% | +16.1% | +14.3% | +27.1% |
| 1Y | +36.8% | -9.8% | +46.6% | +36.3% |
| All | +34.9% | +130.1% | -95.2% | +15.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling