+134.4%
HL vs RCL
+338.4%
-204.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -3.9% | -1.5% | -4.5% |
| 7D | -7.6% | -0.2% | -7.4% | -7.5% |
| 30D | -17.5% | +14.4% | -31.9% | -20.1% |
| 3M | -26.2% | +5.2% | -31.4% | -27.3% |
| 6M | -35.1% | +26.1% | -61.2% | -38.9% |
| YTD | -30.4% | +17.4% | -47.7% | -34.1% |
| 1Y | -14.0% | +24.7% | -38.6% | -19.7% |
| 3Y | +256.3% | +250.9% | +5.4% | +147.7% |
| 5Y | +112.5% | +293.8% | -181.3% | +34.7% |
| All | +134.4% | +338.4% | -204.0% | +22.7% |
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