+153.4%
HYG vs RBA
+499.2%
-345.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | +0.2% |
| 7D | 0.0% | -1.1% | +1.1% | +0.1% |
| 30D | -0.1% | -13.2% | +13.1% | +1.5% |
| 3M | +1.0% | -21.4% | +22.3% | +3.5% |
| 6M | +2.3% | -20.9% | +23.2% | +4.7% |
| YTD | +2.1% | -19.9% | +22.0% | +4.1% |
| 1Y | +3.8% | -28.7% | +32.5% | +7.2% |
| 3Y | +26.7% | +27.4% | -0.7% | +21.1% |
| 5Y | +19.3% | +41.7% | -22.5% | +11.1% |
| 10Y | +55.3% | +189.6% | -134.3% | +28.8% |
| All | +153.4% | +499.2% | -345.8% | +81.1% |
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