+18.6%
HYG vs RCL
+223.1%
-204.5%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | -0.7% | -2.5% | +1.7% | -0.6% |
| 30D | -0.6% | -15.7% | +15.1% | +0.7% |
| 3M | +0.4% | -3.6% | +4.0% | +0.6% |
| 6M | +1.2% | -8.7% | +9.9% | +1.6% |
| YTD | +1.5% | -6.2% | +7.6% | +1.3% |
| 1Y | +3.2% | -22.9% | +26.0% | +4.5% |
| 3Y | +25.9% | +173.6% | -147.7% | +12.3% |
| 5Y | +18.6% | +226.6% | -208.0% | +0.1% |
| All | +18.6% | +223.1% | -204.5% | +0.1% |
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