+6.7%
HD vs RCL
+292.5%
-285.8%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | +1.5% | -1.2% | +2.7% | +1.7% |
| 30D | +18.0% | +17.8% | +0.1% | +14.5% |
| 3M | +2.8% | +4.9% | -2.1% | +1.7% |
| 6M | +17.0% | +23.7% | -6.8% | +12.1% |
| YTD | +3.5% | +17.8% | -14.3% | -0.7% |
| 1Y | -2.6% | +28.9% | -31.5% | -8.2% |
| 3Y | +30.7% | +241.9% | -211.1% | +2.4% |
| All | +6.7% | +292.5% | -285.8% | -21.0% |
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