+257.9%
HD vs RCL
+396.5%
-138.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.0% | -0.1% | +2.4% |
| 7D | +3.6% | +5.0% | -1.4% | +2.8% |
| 30D | +21.6% | +19.4% | +2.2% | +18.0% |
| 3M | +0.1% | +5.9% | -5.8% | -1.1% |
| 6M | +13.0% | +23.8% | -10.8% | +8.6% |
| YTD | +4.9% | +22.8% | -17.9% | +0.2% |
| 1Y | -2.1% | +34.3% | -36.3% | -8.0% |
| 3Y | +32.6% | +276.4% | -243.8% | +3.3% |
| 5Y | +8.2% | +281.6% | -273.3% | -19.2% |
| 10Y | +257.9% | +379.0% | -121.1% | +124.1% |
| All | +257.9% | +396.5% | -138.6% | +124.1% |
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