+331.9%
RCL vs HAS
+97.5%
+234.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.8% |
| 7D | -1.2% | +1.4% | -2.6% | -2.0% |
| 30D | +17.8% | +26.3% | -8.4% | +2.5% |
| 3M | +4.9% | +25.6% | -20.7% | -8.7% |
| 6M | +23.7% | +30.3% | -6.5% | +4.4% |
| YTD | +17.8% | +50.4% | -32.5% | -9.3% |
| 1Y | +28.9% | +57.7% | -28.8% | -3.5% |
| 3Y | +241.9% | +213.4% | +28.5% | +56.1% |
| 5Y | +295.4% | +49.1% | +246.3% | +190.0% |
| All | +331.9% | +97.5% | +234.4% | +159.7% |
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