+63.9%
RBRK vs HIG
+12.7%
+51.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.4% | -0.2% | +3.2% |
| 7D | -12.5% | +6.2% | -18.7% | -10.1% |
| 30D | -3.0% | +9.4% | -12.4% | +0.7% |
| 3M | +46.9% | -2.3% | +49.3% | +45.6% |
| 6M | +105.4% | +4.2% | +101.2% | +110.6% |
| YTD | +55.6% | +1.6% | +54.0% | +54.6% |
| 1Y | +63.9% | +9.9% | +54.0% | +81.3% |
| All | +63.9% | +12.7% | +51.2% | +81.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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