+331.5%
RCL vs HAS
+56.4%
+275.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.2% |
| 7D | -5.1% | -1.8% | -3.3% | -4.1% |
| 30D | -19.0% | +2.3% | -21.3% | -20.2% |
| 3M | -9.6% | +10.4% | -19.9% | -14.9% |
| 6M | -6.7% | -3.2% | -3.5% | -5.9% |
| YTD | -3.9% | +15.4% | -19.3% | -13.1% |
| 1Y | -25.1% | +18.8% | -43.9% | -33.5% |
| 3Y | +179.1% | +43.9% | +135.2% | +108.3% |
| 5Y | +243.3% | +13.9% | +229.4% | +195.0% |
| All | +331.5% | +56.4% | +275.1% | +208.7% |
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