+274.2%
RCL vs HAS
+181.4%
+92.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.6% |
| 7D | +6.5% | -0.2% | +6.7% | +6.6% |
| 30D | +15.9% | +31.0% | -15.1% | +5.0% |
| 3M | +2.7% | +30.7% | -28.0% | -7.1% |
| 6M | +15.2% | +23.9% | -8.7% | +5.7% |
| YTD | +19.2% | +48.3% | -29.1% | +2.5% |
| 1Y | +31.6% | +60.2% | -28.6% | +10.4% |
| 3Y | +274.2% | +189.2% | +85.0% | +166.6% |
| All | +274.2% | +181.4% | +92.8% | +166.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling