+597.9%
HPE vs RCL
+304.2%
+293.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.9% | +3.8% | +0.9% |
| 7D | +13.6% | -0.2% | +13.8% | +13.6% |
| 30D | -27.1% | +14.4% | -41.5% | -30.0% |
| 3M | -14.5% | +5.2% | -19.6% | -16.1% |
| 6M | +66.9% | +26.1% | +40.8% | +54.9% |
| YTD | +111.3% | +17.4% | +94.0% | +97.0% |
| 1Y | +117.5% | +24.7% | +92.8% | +98.6% |
| 3Y | +238.1% | +250.9% | -12.8% | +128.8% |
| 5Y | +292.4% | +293.8% | -1.4% | +142.1% |
| 10Y | +389.3% | +342.4% | +47.0% | +168.1% |
| All | +597.9% | +304.2% | +293.7% | +296.2% |
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