+3.2%
HAL vs RCL
+335.6%
-332.4%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.5% |
| 7D | +2.9% | -5.1% | +8.0% | +4.9% |
| 30D | +17.0% | -19.0% | +36.0% | +26.3% |
| 3M | -9.7% | -9.6% | -0.1% | -7.6% |
| 6M | +8.6% | -6.7% | +15.3% | +7.5% |
| YTD | +33.0% | -3.9% | +36.9% | +27.5% |
| 1Y | +68.3% | -25.1% | +93.4% | +77.1% |
| 3Y | +0.1% | +179.1% | -179.0% | -42.9% |
| 5Y | +102.6% | +243.3% | -140.7% | -5.8% |
| All | +3.2% | +335.6% | -332.4% | -53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 10y: compounded portfolio wealth divided by compounded RCL 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…
10y analysis · Full analysis span regression · 6 months rolling