+8.5%
HD vs RCL
+289.6%
-281.1%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +17.0% |
| 3M | -0.2% | +9.8% | -9.9% | -2.0% |
| 6M | +14.5% | +28.6% | -14.1% | +9.0% |
| YTD | +4.3% | +22.2% | -17.8% | -0.6% |
| 1Y | -3.5% | +29.7% | -33.2% | -9.1% |
| 3Y | +30.1% | +265.3% | -235.2% | +0.8% |
| 5Y | +8.5% | +301.8% | -293.3% | -20.3% |
| All | +8.5% | +289.6% | -281.1% | -20.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling