+226.1%
HPQ vs RCL
+341.7%
-115.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.8% | +6.7% | +5.4% |
| 7D | +2.2% | -2.2% | +4.4% | +2.8% |
| 30D | +9.7% | -15.7% | +25.4% | +14.5% |
| 3M | +32.7% | -8.0% | +40.7% | +35.0% |
| 6M | +77.7% | -10.1% | +87.8% | +80.3% |
| YTD | +51.0% | -5.9% | +56.9% | +50.0% |
| 1Y | +18.4% | -23.5% | +41.9% | +23.5% |
| 3Y | +25.6% | +174.4% | -148.8% | -7.5% |
| 5Y | +38.6% | +227.1% | -188.5% | -8.0% |
| 10Y | +226.1% | +342.5% | -116.4% | +89.3% |
| All | +226.1% | +341.7% | -115.6% | +89.3% |
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