+25.0%
HL vs RCL
+27.6%
-2.6%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | +6.4% | +6.8% | +11.0% |
| 7D | +0.2% | +11.7% | -11.5% | -3.3% |
| 30D | -12.1% | +21.1% | -33.2% | -17.3% |
| 3M | -2.8% | +2.9% | -5.7% | -3.6% |
| 6M | -14.9% | +29.8% | -44.7% | -22.6% |
| YTD | -22.0% | +21.4% | -43.5% | -29.8% |
| 1Y | +25.0% | +32.0% | -7.0% | +7.2% |
| All | +25.0% | +27.6% | -2.6% | +7.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling