+116.4%
HPE vs RCL
+27.6%
+88.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +6.4% | -12.0% | -6.8% |
| 7D | -17.0% | +11.7% | -28.7% | -18.9% |
| 30D | -26.7% | +21.1% | -47.9% | -29.6% |
| 3M | -4.1% | +2.9% | -7.0% | -5.0% |
| 6M | +75.4% | +29.8% | +45.6% | +66.1% |
| YTD | +111.0% | +21.4% | +89.6% | +101.0% |
| 1Y | +116.4% | +32.0% | +84.4% | +103.9% |
| All | +116.4% | +27.6% | +88.9% | +103.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling