+375.0%
RCL vs HAS
+102.6%
+272.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.1% | +0.4% |
| 7D | +8.5% | +3.3% | +5.3% | +6.6% |
| 30D | +20.4% | +30.5% | -10.1% | +2.7% |
| 3M | +11.0% | +29.9% | -18.9% | -5.4% |
| 6M | +24.9% | +26.5% | -1.7% | +7.2% |
| YTD | +23.9% | +51.9% | -28.1% | -5.2% |
| 1Y | +30.8% | +60.9% | -30.1% | -3.2% |
| 3Y | +270.4% | +215.0% | +55.4% | +68.6% |
| 5Y | +296.1% | +51.5% | +244.6% | +187.5% |
| 10Y | +375.0% | +102.2% | +272.8% | +175.4% |
| All | +375.0% | +102.6% | +272.4% | +175.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling