+16.1%
HL vs RCL
+5,811.4%
-5,795.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -0.9% |
| 7D | -5.6% | +0.6% | -6.2% | -5.7% |
| 30D | -16.2% | +19.4% | -35.6% | -18.9% |
| 3M | -20.5% | +9.8% | -30.3% | -22.0% |
| 6M | -31.7% | +28.6% | -60.3% | -35.1% |
| YTD | -26.4% | +22.2% | -48.5% | -29.9% |
| 1Y | -4.3% | +29.7% | -34.0% | -10.0% |
| 3Y | +276.9% | +265.3% | +11.6% | +184.1% |
| 5Y | +124.1% | +301.8% | -177.7% | +58.6% |
| 10Y | +144.6% | +360.5% | -215.8% | +50.6% |
| All | +16.1% | +5,811.4% | -5,795.3% | -44.3% |
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