+11.2%
RBRK vs HDB
-33.5%
+44.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +6.9% | -9.4% | -2.2% |
| 7D | -7.5% | +0.7% | -8.2% | -7.4% |
| 30D | -10.4% | +1.0% | -11.4% | -10.2% |
| 3M | +21.3% | -2.0% | +23.2% | +22.5% |
| 6M | +50.6% | -18.1% | +68.7% | +46.2% |
| YTD | +13.3% | -36.1% | +49.4% | +3.3% |
| 1Y | +11.2% | -34.0% | +45.3% | +2.8% |
| All | +11.2% | -33.5% | +44.8% | +2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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