-25.1%
RCL vs HAS
+20.3%
-45.4%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.1% |
| 7D | -5.1% | -1.8% | -3.3% | -4.2% |
| 30D | -19.0% | +2.3% | -21.3% | -20.0% |
| 3M | -9.6% | +10.4% | -19.9% | -14.2% |
| 6M | -6.7% | -3.2% | -3.5% | -6.8% |
| YTD | -3.9% | +15.4% | -19.3% | -14.9% |
| 1Y | -25.1% | +18.8% | -43.9% | -33.5% |
| All | -25.1% | +20.3% | -45.4% | -33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 1y: compounded portfolio wealth divided by compounded HAS 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…
1y analysis · Full analysis span regression · 6 months rolling