+256.9%
HL vs RCL
+346.0%
-89.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.3% |
| 7D | -4.4% | -1.9% | -2.4% | -3.9% |
| 30D | +9.3% | -15.5% | +24.8% | +13.9% |
| 3M | +32.0% | -9.7% | +41.6% | +34.8% |
| 6M | -6.4% | -8.7% | +2.3% | -4.8% |
| YTD | +3.1% | -5.8% | +8.9% | +3.2% |
| 1Y | +77.6% | -24.5% | +102.0% | +86.4% |
| 3Y | +392.8% | +173.9% | +218.9% | +264.6% |
| 5Y | +234.1% | +228.0% | +6.1% | +122.3% |
| All | +256.9% | +346.0% | -89.1% | +102.6% |
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