+6,051.0%
HD vs RCL
+4,549.4%
+1,501.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.1% | +1.0% |
| 7D | -2.1% | -5.1% | +3.0% | -0.8% |
| 30D | -8.4% | -19.0% | +10.6% | -3.8% |
| 3M | +4.3% | -9.6% | +13.9% | +6.6% |
| 6M | -11.1% | -6.7% | -4.4% | -10.2% |
| YTD | -4.7% | -3.9% | -0.8% | -5.2% |
| 1Y | -19.8% | -25.1% | +5.3% | -15.9% |
| 3Y | +4.1% | +179.1% | -175.0% | -22.4% |
| 5Y | +10.3% | +243.3% | -233.0% | -26.9% |
| 10Y | +203.2% | +325.8% | -122.6% | +54.4% |
| All | +6,051.0% | +4,549.4% | +1,501.6% | +1,158.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling