+243.3%
HL vs RCL
+234.0%
+9.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | +7.1% | -0.5% | +7.5% | +7.2% |
| 30D | +21.4% | -17.3% | +38.8% | +27.2% |
| 3M | +37.4% | -2.8% | +40.2% | +37.8% |
| 6M | +0.4% | -4.4% | +4.8% | +0.9% |
| YTD | +6.7% | -4.2% | +10.9% | +6.2% |
| 1Y | +102.4% | -23.4% | +125.7% | +111.4% |
| 3Y | +417.4% | +179.4% | +238.0% | +272.1% |
| 5Y | +243.3% | +238.8% | +4.6% | +107.7% |
| All | +243.3% | +234.0% | +9.4% | +107.7% |
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 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