+489.7%
HPE vs RCL
+344.1%
+145.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.3% | -6.0% | -6.2% |
| 7D | +1.4% | -2.5% | +3.9% | +2.1% |
| 30D | +1.5% | -15.7% | +17.2% | +6.5% |
| 3M | +21.7% | -3.6% | +25.4% | +22.3% |
| 6M | +164.2% | -8.7% | +172.8% | +167.9% |
| YTD | +132.1% | -6.2% | +138.2% | +131.5% |
| 1Y | +130.6% | -22.9% | +153.5% | +141.9% |
| 3Y | +244.1% | +173.6% | +70.5% | +151.4% |
| 5Y | +340.8% | +226.6% | +114.3% | +188.9% |
| All | +489.7% | +344.1% | +145.7% | +287.3% |
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 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