+621.7%
HPE vs RCL
+230.9%
+390.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.1% | -4.3% | -4.4% |
| 7D | -0.6% | -5.1% | +4.5% | +0.9% |
| 30D | -2.3% | -19.0% | +16.7% | +3.6% |
| 3M | -2.9% | -9.6% | +6.7% | -0.5% |
| 6M | +143.6% | -6.7% | +150.3% | +145.7% |
| YTD | +118.5% | -3.9% | +122.4% | +116.6% |
| 1Y | +129.2% | -25.1% | +154.3% | +142.6% |
| 3Y | +212.5% | +179.1% | +33.4% | +126.3% |
| 5Y | +286.9% | +243.3% | +43.6% | +148.7% |
| 10Y | +432.3% | +325.8% | +106.6% | +194.8% |
| All | +621.7% | +230.9% | +390.8% | +335.6% |
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