+7.7%
HL vs RCL
+5,601.3%
-5,593.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.3% | -2.0% |
| 7D | -11.1% | -1.2% | -9.9% | -10.9% |
| 30D | -12.1% | +17.8% | -29.9% | -14.7% |
| 3M | -26.1% | +4.9% | -31.0% | -26.9% |
| 6M | -37.7% | +23.7% | -61.5% | -40.4% |
| YTD | -31.7% | +17.8% | -49.5% | -34.5% |
| 1Y | -11.6% | +28.9% | -40.6% | -16.7% |
| 3Y | +249.6% | +241.9% | +7.8% | +167.1% |
| 5Y | +108.5% | +295.4% | -186.9% | +48.1% |
| 10Y | +127.0% | +344.1% | -217.2% | +40.7% |
| All | +7.7% | +5,601.3% | -5,593.6% | -47.9% |
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