+269.4%
HPE vs RCL
+171.9%
+97.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.8% | +6.9% | +5.8% |
| 7D | +13.6% | -2.2% | +15.8% | +14.5% |
| 30D | +7.7% | -15.7% | +23.4% | +14.3% |
| 3M | +22.4% | -8.0% | +30.4% | +25.0% |
| 6M | +172.6% | -10.1% | +182.7% | +178.6% |
| YTD | +147.5% | -5.9% | +153.4% | +144.5% |
| 1Y | +151.8% | -23.5% | +175.3% | +170.3% |
| All | +269.4% | +171.9% | +97.5% | +132.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling