+249.2%
HPE vs RCL
+290.3%
-41.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | 0.0% | +0.6% |
| 7D | -9.7% | +8.5% | -18.3% | -11.8% |
| 30D | -34.8% | +20.4% | -55.2% | -38.3% |
| 3M | -12.1% | +11.0% | -23.1% | -15.1% |
| 6M | +53.7% | +24.9% | +28.9% | +42.8% |
| YTD | +101.9% | +23.9% | +78.1% | +85.0% |
| 1Y | +104.3% | +30.8% | +73.5% | +83.4% |
| 3Y | +223.1% | +270.4% | -47.3% | +117.2% |
| 5Y | +249.2% | +296.1% | -46.9% | +123.3% |
| All | +249.2% | +290.3% | -41.2% | +123.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling