+245.3%
HD vs RCL
+368.0%
-122.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.3% |
| 7D | -1.2% | +0.6% | -1.8% | -1.3% |
| 30D | +20.9% | +19.4% | +1.5% | +17.3% |
| 3M | -0.2% | +9.8% | -9.9% | -1.9% |
| 6M | +14.5% | +28.6% | -14.1% | +9.3% |
| YTD | +4.3% | +22.2% | -17.8% | -0.3% |
| 1Y | -3.5% | +29.7% | -33.2% | -8.7% |
| 3Y | +30.1% | +265.3% | -235.2% | +1.9% |
| 5Y | +8.5% | +301.8% | -293.3% | -19.7% |
| 10Y | +245.3% | +360.5% | -115.2% | +119.9% |
| All | +245.3% | +368.0% | -122.7% | +119.9% |
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